+70.4%
PCAR vs SWK
+15.2%
+55.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.2% |
| 3M | +5.9% | +24.1% | -18.2% | -2.7% |
| 6M | +0.4% | +24.7% | -24.3% | -8.3% |
| YTD | +14.8% | +33.9% | -19.1% | +1.9% |
| 1Y | +30.1% | +34.7% | -4.6% | +14.7% |
| All | +70.4% | +15.2% | +55.3% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling