-14.1%
PCOR vs SWK
-33.5%
+19.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.3% |
| 7D | +23.7% | +11.3% | +12.4% | +18.0% |
| 30D | +39.0% | +28.1% | +10.9% | +24.1% |
| 3M | +35.8% | +12.6% | +23.2% | +28.4% |
| 6M | +38.2% | +51.7% | -13.5% | +12.2% |
| YTD | +3.9% | +60.0% | -56.0% | -19.7% |
| 1Y | +5.7% | +72.7% | -67.0% | -22.1% |
| 3Y | +44.8% | +46.3% | -1.5% | +11.7% |
| 5Y | -19.8% | -24.6% | +4.8% | -20.2% |
| All | -14.1% | -33.5% | +19.4% | -13.3% |
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