-76.0%
PCG vs SWK
+2.4%
-78.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -13.9% | -0.4% | -13.4% | -13.7% |
| 30D | -16.9% | -5.7% | -11.1% | -15.3% |
| 3M | -14.7% | +24.1% | -38.8% | -20.8% |
| 6M | -23.8% | +24.7% | -48.5% | -29.7% |
| YTD | -10.5% | +33.9% | -44.4% | -19.5% |
| 1Y | -5.1% | +34.7% | -39.8% | -15.4% |
| 3Y | -11.6% | +15.3% | -26.9% | -20.6% |
| 5Y | +59.0% | -39.3% | +98.3% | +77.7% |
| All | -76.0% | +2.4% | -78.4% | -78.4% |
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