-23.1%
PFE vs SWK
-26.0%
+2.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +5.2% | +30.4% | -25.2% | +0.7% |
| 3M | +12.2% | +12.1% | +0.1% | +10.0% |
| 6M | +17.8% | +49.1% | -31.3% | +9.8% |
| YTD | +26.2% | +60.4% | -34.3% | +15.7% |
| 1Y | +23.2% | +78.3% | -55.1% | +10.8% |
| 3Y | +21.3% | +53.3% | -32.0% | +9.7% |
| 5Y | -23.1% | -27.0% | +3.9% | -34.5% |
| All | -23.1% | -26.0% | +2.9% | -34.5% |
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