+117.8%
PG vs SWK
+0.7%
+117.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.2% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -0.1% | -8.9% | +8.8% | +1.2% |
| 3M | +1.1% | +20.5% | -19.4% | -1.9% |
| 6M | -3.8% | +27.1% | -30.9% | -7.6% |
| YTD | +3.8% | +30.2% | -26.3% | -0.7% |
| 1Y | -5.8% | +24.8% | -30.5% | -9.6% |
| 3Y | +3.0% | +16.3% | -13.3% | -2.6% |
| 5Y | +14.5% | -40.1% | +54.6% | +20.2% |
| 10Y | +117.8% | +0.8% | +117.0% | +102.7% |
| All | +117.8% | +0.7% | +117.1% | +102.7% |
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