+3,449.8%
PFE vs SWK
+1,542.3%
+1,907.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.4% |
| 7D | -0.2% | +11.3% | -11.5% | -2.8% |
| 30D | +8.7% | +28.1% | -19.4% | +2.4% |
| 3M | +15.8% | +12.6% | +3.2% | +12.3% |
| 6M | +16.8% | +51.7% | -34.9% | +5.2% |
| YTD | +26.2% | +60.0% | -33.8% | +11.5% |
| 1Y | +29.9% | +72.7% | -42.7% | +12.6% |
| 3Y | +15.9% | +46.3% | -30.4% | +1.6% |
| 5Y | -20.6% | -24.6% | +4.0% | -21.3% |
| 10Y | +65.4% | +32.2% | +33.1% | +33.6% |
| All | +3,449.8% | +1,542.3% | +1,907.5% | +1,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling