+18.6%
PG vs SWK
+46.0%
-27.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +2.4% | +11.0% | -8.7% | +1.5% |
| 30D | +12.6% | +30.1% | -17.4% | +10.4% |
| 3M | +13.3% | +14.7% | -1.4% | +11.9% |
| 6M | +13.4% | +44.5% | -31.1% | +10.2% |
| YTD | +18.8% | +59.4% | -40.6% | +14.6% |
| 1Y | +16.5% | +77.5% | -61.1% | +11.7% |
| 3Y | +18.6% | +49.5% | -30.8% | +10.8% |
| All | +18.6% | +46.0% | -27.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling