+66.4%
PBR vs SWK
+50.7%
+15.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -29.3% | +25.5% | -54.7% | -30.6% |
| 3M | +5.5% | +11.8% | -6.3% | +4.7% |
| 6M | -2.9% | +48.7% | -51.6% | -7.3% |
| YTD | +61.5% | +57.2% | +4.3% | +51.4% |
| 1Y | +46.9% | +75.3% | -28.4% | +34.6% |
| 3Y | +66.4% | +51.9% | +14.5% | +45.5% |
| All | +66.4% | +50.7% | +15.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling