+523.4%
PBR vs SWK
+26.9%
+496.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -13.3% | +11.3% | -24.6% | -17.3% |
| 30D | -27.7% | +31.5% | -59.2% | -35.5% |
| 3M | +2.7% | +14.4% | -11.8% | -3.8% |
| 6M | -6.7% | +46.4% | -53.2% | -21.9% |
| YTD | +60.9% | +61.6% | -0.6% | +26.6% |
| 1Y | +46.6% | +78.7% | -32.1% | +9.8% |
| 3Y | +69.1% | +54.4% | +14.7% | +25.0% |
| 5Y | +469.6% | -25.3% | +494.9% | +504.4% |
| 10Y | +523.4% | +22.4% | +501.0% | +333.1% |
| All | +523.4% | +26.9% | +496.5% | +333.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling