-34.1%
PCOR vs SWK
-44.3%
+10.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.7% |
| 7D | -9.0% | -0.4% | -8.5% | -8.8% |
| 30D | +4.2% | -5.7% | +9.9% | +7.0% |
| 3M | +14.4% | +24.1% | -9.7% | +2.2% |
| 6M | +0.2% | +24.7% | -24.5% | -12.2% |
| YTD | -20.3% | +33.9% | -54.2% | -33.1% |
| 1Y | -16.1% | +34.7% | -50.8% | -30.4% |
| 3Y | -14.7% | +15.3% | -30.0% | -26.3% |
| 5Y | -43.2% | -39.3% | -3.9% | -37.8% |
| All | -34.1% | -44.3% | +10.3% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling