+16.0%
PG vs SWK
-38.7%
+54.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +4.8% | +24.1% | -19.3% | +2.5% |
| 6M | -6.1% | +24.7% | -30.8% | -8.3% |
| YTD | +4.5% | +33.9% | -29.5% | +1.2% |
| 1Y | -5.3% | +34.7% | -40.0% | -8.4% |
| 3Y | +2.6% | +15.3% | -12.7% | -0.9% |
| All | +16.0% | -38.7% | +54.8% | +19.5% |
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