+447.1%
PBR vs SWK
-26.0%
+473.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -9.1% | -2.3% | -6.8% | -9.0% |
| 30D | -29.9% | +30.4% | -60.3% | -31.4% |
| 3M | +2.3% | +12.1% | -9.8% | +1.4% |
| 6M | -10.9% | +49.1% | -60.0% | -14.4% |
| YTD | +56.9% | +60.4% | -3.6% | +48.5% |
| 1Y | +38.0% | +78.3% | -40.3% | +28.7% |
| 3Y | +64.8% | +53.3% | +11.5% | +53.1% |
| 5Y | +447.1% | -27.0% | +474.1% | +522.2% |
| All | +447.1% | -26.0% | +473.1% | +522.2% |
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