+14.1%
PCG vs SWKS
-42.6%
+56.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -1.6% | -6.2% | +4.6% | -0.9% |
| 30D | +1.4% | -1.5% | +2.9% | +1.5% |
| 3M | -23.4% | +23.0% | -46.4% | -25.8% |
| 6M | -19.4% | +27.6% | -47.0% | -23.1% |
| YTD | -18.5% | +32.3% | -50.8% | -23.1% |
| 1Y | -19.5% | +20.1% | -39.7% | -23.0% |
| 3Y | -21.0% | +0.6% | -21.6% | -25.7% |
| All | +14.1% | -42.6% | +56.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling