+93.6%
PCG vs SWKS
+9,318.3%
-9,224.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +1.9% | -4.9% | +6.8% | +2.2% |
| 30D | +8.5% | -1.2% | +9.7% | +8.5% |
| 3M | -22.9% | +24.2% | -47.0% | -24.1% |
| 6M | -16.8% | +21.5% | -38.2% | -18.2% |
| YTD | -15.8% | +33.5% | -49.3% | -17.8% |
| 1Y | -16.0% | +18.9% | -34.9% | -17.5% |
| 3Y | -18.9% | +0.4% | -19.3% | -20.4% |
| 5Y | +17.4% | -44.3% | +61.7% | +18.4% |
| 10Y | -76.4% | +37.1% | -113.5% | -77.3% |
| All | +93.6% | +9,318.3% | -9,224.7% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling