+303.7%
PCAR vs SWK
+30.0%
+273.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.5% |
| 7D | +2.2% | +11.3% | -9.1% | -2.5% |
| 30D | -4.4% | +28.1% | -32.5% | -13.9% |
| 3M | -21.4% | +12.6% | -34.0% | -25.6% |
| 6M | -7.3% | +51.7% | -59.0% | -22.6% |
| YTD | -3.8% | +60.0% | -63.7% | -22.0% |
| 1Y | +6.3% | +72.7% | -66.4% | -16.5% |
| 3Y | +34.4% | +46.3% | -11.9% | +7.7% |
| 5Y | +109.2% | -24.6% | +133.8% | +116.6% |
| All | +303.7% | +30.0% | +273.7% | +185.9% |
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