-21.9%
PCOR vs SWK
-24.2%
+2.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +13.1% | +6.6% | +13.3% |
| 7D | +21.8% | +17.9% | +3.9% | +13.1% |
| 30D | +39.5% | +31.9% | +7.6% | +22.9% |
| 3M | +35.2% | +16.6% | +18.7% | +25.8% |
| 6M | +21.7% | +61.1% | -39.4% | -4.2% |
| YTD | +3.9% | +64.2% | -60.3% | -20.6% |
| 1Y | +6.9% | +85.2% | -78.3% | -23.9% |
| 3Y | +44.8% | +50.2% | -5.4% | +10.4% |
| 5Y | -21.9% | -22.8% | +0.9% | -25.8% |
| All | -21.9% | -24.2% | +2.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling