+4,660.3%
PG vs SWK
+1,559.0%
+3,101.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +4.1% | +11.3% | -7.2% | +2.0% |
| 30D | +12.3% | +31.5% | -19.2% | +6.8% |
| 3M | +15.9% | +14.4% | +1.5% | +12.9% |
| 6M | +16.8% | +46.4% | -29.6% | +8.5% |
| YTD | +21.1% | +61.6% | -40.5% | +10.0% |
| 1Y | +19.3% | +78.7% | -59.5% | +6.3% |
| 3Y | +20.6% | +54.4% | -33.8% | +7.0% |
| 5Y | +30.7% | -25.3% | +56.0% | +30.1% |
| 10Y | +166.7% | +22.4% | +144.3% | +128.7% |
| All | +4,660.3% | +1,559.0% | +3,101.4% | +1,921.2% |
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