-77.6%
PCG vs SWK
+29.6%
-107.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | +11.0% | -12.6% | -5.0% |
| 30D | +1.4% | +30.1% | -28.6% | -6.9% |
| 3M | -23.4% | +14.7% | -38.0% | -26.9% |
| 6M | -19.4% | +44.5% | -63.9% | -28.9% |
| YTD | -18.5% | +59.4% | -77.9% | -30.9% |
| 1Y | -19.5% | +77.5% | -97.1% | -34.3% |
| 3Y | -21.0% | +49.5% | -70.4% | -35.0% |
| 5Y | +13.7% | -24.9% | +38.6% | +18.2% |
| All | -77.6% | +29.6% | -107.2% | -80.2% |
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 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