+35.8%
PFE vs SWK
+2.4%
+33.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +10.2% | -5.7% | +16.0% | +11.4% |
| 3M | +12.7% | +24.1% | -11.4% | +7.6% |
| 6M | +10.5% | +24.7% | -14.2% | +5.0% |
| YTD | +20.2% | +33.9% | -13.8% | +12.3% |
| 1Y | +24.1% | +34.7% | -10.6% | +15.5% |
| 3Y | -3.6% | +15.3% | -18.8% | -9.6% |
| 5Y | -20.9% | -39.3% | +18.4% | -17.6% |
| All | +35.8% | +2.4% | +33.4% | +14.0% |
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