+3.2%
PG vs SWK
+18.2%
-15.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | -0.2% | -5.7% | +5.5% | +0.1% |
| 3M | +4.8% | +24.1% | -19.3% | +3.3% |
| 6M | -6.1% | +24.7% | -30.8% | -7.6% |
| YTD | +4.5% | +33.9% | -29.5% | +2.4% |
| 1Y | -5.3% | +34.7% | -40.0% | -7.3% |
| All | +3.2% | +18.2% | -15.0% | +0.4% |
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