-18.4%
PCG vs SWK
+50.4%
-68.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.1% | -12.3% | -1.5% |
| 7D | +1.9% | +17.9% | -16.0% | -1.3% |
| 30D | +8.5% | +31.9% | -23.4% | +2.9% |
| 3M | -22.9% | +16.6% | -39.5% | -25.2% |
| 6M | -16.8% | +61.1% | -77.9% | -24.3% |
| YTD | -15.8% | +64.2% | -80.0% | -24.0% |
| 1Y | -16.0% | +85.2% | -101.2% | -26.0% |
| All | -18.4% | +50.4% | -68.8% | -30.9% |
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 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