+16.0%
PCG vs SWK
-25.4%
+41.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.8% |
| 7D | 0.0% | +11.3% | -11.3% | -2.2% |
| 30D | +5.8% | +28.1% | -22.3% | +0.6% |
| 3M | -22.8% | +12.6% | -35.4% | -24.7% |
| 6M | -18.4% | +51.7% | -70.1% | -25.3% |
| YTD | -16.9% | +60.0% | -76.8% | -25.0% |
| 1Y | -17.6% | +72.7% | -90.3% | -27.0% |
| 3Y | -20.0% | +46.3% | -66.3% | -28.8% |
| 5Y | +16.0% | -24.6% | +40.6% | +23.4% |
| All | +16.0% | -25.4% | +41.5% | +23.4% |
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 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