+330.8%
PBF vs SWK
+89.0%
+241.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +4.3% | -0.4% | +4.7% | +4.4% |
| 30D | +22.0% | -5.7% | +27.7% | +25.5% |
| 3M | +74.5% | +24.1% | +50.4% | +52.5% |
| 6M | +67.7% | +24.7% | +43.0% | +41.7% |
| YTD | +179.2% | +33.9% | +145.2% | +123.7% |
| 1Y | +170.0% | +34.7% | +135.3% | +112.1% |
| 3Y | +66.4% | +15.3% | +51.1% | +35.1% |
| 5Y | +764.5% | -39.3% | +803.8% | +893.9% |
| 10Y | +358.5% | +2.5% | +356.0% | +265.8% |
| All | +330.8% | +89.0% | +241.8% | +149.8% |
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