+364.4%
PCAR vs SWK
+2.4%
+362.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -6.2% | -5.7% | -0.5% | -4.0% |
| 3M | +5.9% | +24.1% | -18.2% | -3.5% |
| 6M | +0.4% | +24.7% | -24.3% | -9.1% |
| YTD | +14.8% | +33.9% | -19.1% | +0.6% |
| 1Y | +30.1% | +34.7% | -4.6% | +13.3% |
| 3Y | +66.7% | +15.3% | +51.4% | +47.7% |
| 5Y | +166.1% | -39.3% | +205.4% | +202.8% |
| All | +364.4% | +2.4% | +362.0% | +265.3% |
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