+1,573.8%
PBR vs SWK
+604.8%
+969.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | +8.6% | -0.4% | +9.0% | +8.7% |
| 30D | +12.8% | -5.7% | +18.5% | +16.0% |
| 3M | +14.7% | +24.1% | -9.4% | 0.0% |
| 6M | +25.2% | +24.7% | +0.5% | +6.8% |
| YTD | +77.1% | +33.9% | +43.2% | +43.6% |
| 1Y | +69.6% | +34.7% | +34.9% | +34.9% |
| 3Y | +95.6% | +15.3% | +80.3% | +54.3% |
| 5Y | +501.8% | -39.3% | +541.0% | +533.4% |
| 10Y | +640.6% | +2.5% | +638.1% | +424.9% |
| All | +1,573.8% | +604.8% | +969.0% | +343.5% |
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 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