+17.4%
PCG vs SWK
-24.2%
+41.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.1% | -12.3% | -1.7% |
| 7D | +1.9% | +17.9% | -16.0% | -1.5% |
| 30D | +8.5% | +31.9% | -23.4% | +2.5% |
| 3M | -22.9% | +16.6% | -39.5% | -25.3% |
| 6M | -16.8% | +61.1% | -77.9% | -24.7% |
| YTD | -15.8% | +64.2% | -80.0% | -24.5% |
| 1Y | -16.0% | +85.2% | -101.2% | -26.6% |
| 3Y | -18.9% | +50.2% | -69.1% | -28.2% |
| 5Y | +17.4% | -22.8% | +40.2% | +24.3% |
| All | +17.4% | -24.2% | +41.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling