-76.0%
PCG vs SWKS
+23.7%
-99.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.6% |
| 7D | -13.9% | +12.5% | -26.4% | -16.4% |
| 30D | -16.9% | +10.5% | -27.4% | -19.0% |
| 3M | -14.7% | -7.4% | -7.3% | -14.0% |
| 6M | -23.8% | +32.7% | -56.5% | -30.8% |
| YTD | -10.5% | +19.2% | -29.7% | -16.7% |
| 1Y | -5.1% | +2.4% | -7.5% | -8.7% |
| 3Y | -11.6% | -25.6% | +14.0% | -11.7% |
| 5Y | +59.0% | -53.4% | +112.4% | +79.6% |
| All | -76.0% | +23.7% | -99.7% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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