+496.0%
PBR vs SWK
-38.7%
+534.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +8.6% | -0.4% | +9.0% | +8.6% |
| 30D | +12.8% | -5.7% | +18.5% | +13.4% |
| 3M | +14.7% | +24.1% | -9.4% | +11.8% |
| 6M | +25.2% | +24.7% | +0.5% | +21.6% |
| YTD | +77.1% | +33.9% | +43.2% | +70.0% |
| 1Y | +69.6% | +34.7% | +34.9% | +62.2% |
| 3Y | +95.6% | +15.3% | +80.3% | +85.5% |
| All | +496.0% | -38.7% | +534.8% | +557.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling