+296.2%
PBF vs SWK
+125.7%
+170.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -4.5% |
| 7D | -9.5% | +11.3% | -20.7% | -15.3% |
| 30D | -17.5% | +28.1% | -45.6% | -28.3% |
| 3M | +12.2% | +12.6% | -0.4% | +3.8% |
| 6M | +49.6% | +51.7% | -2.1% | +15.1% |
| YTD | +156.8% | +60.0% | +96.8% | +84.9% |
| 1Y | +98.6% | +72.7% | +25.9% | +35.7% |
| 3Y | +63.4% | +46.3% | +17.1% | +15.6% |
| 5Y | +420.9% | -24.6% | +445.5% | +425.7% |
| 10Y | +288.7% | +32.2% | +256.5% | +167.3% |
| All | +296.2% | +125.7% | +170.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling