-19.5%
PCG vs SWK
+71.2%
-90.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | +11.0% | -12.6% | -3.3% |
| 30D | +1.4% | +30.1% | -28.6% | -3.0% |
| 3M | -23.4% | +14.7% | -38.0% | -25.1% |
| 6M | -19.4% | +44.5% | -63.9% | -24.2% |
| YTD | -18.5% | +59.4% | -77.9% | -24.6% |
| 1Y | -19.5% | +77.5% | -97.1% | -26.1% |
| All | -19.5% | +71.2% | -90.7% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling