+828.6%
PGR vs SWK
+21.9%
+806.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.5% | -2.3% | +1.7% | -0.2% |
| 30D | +6.0% | +30.4% | -24.4% | +1.4% |
| 3M | +10.0% | +12.1% | -2.1% | +7.8% |
| 6M | +18.7% | +49.1% | -30.4% | +10.4% |
| YTD | +9.2% | +60.4% | -51.2% | -0.3% |
| 1Y | +13.1% | +78.3% | -65.2% | +1.1% |
| 3Y | +59.2% | +53.3% | +5.9% | +41.1% |
| 5Y | +172.1% | -27.0% | +199.1% | +184.2% |
| 10Y | +828.6% | +20.8% | +807.8% | +724.7% |
| All | +828.6% | +21.9% | +806.7% | +724.7% |
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