+810.5%
PGR vs SWK
-0.7%
+811.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.7% |
| 7D | -2.7% | -4.6% | +1.9% | -1.9% |
| 30D | +0.7% | -9.9% | +10.6% | +2.4% |
| 3M | +7.7% | +15.4% | -7.7% | +4.7% |
| 6M | +4.3% | +25.0% | -20.7% | -0.4% |
| YTD | +0.7% | +27.2% | -26.5% | -4.4% |
| 1Y | -5.7% | +24.6% | -30.2% | -10.4% |
| 3Y | +73.7% | +13.7% | +60.0% | +62.2% |
| 5Y | +158.4% | -41.5% | +199.9% | +179.7% |
| 10Y | +810.5% | +0.7% | +809.8% | +700.7% |
| All | +810.5% | -0.7% | +811.2% | +700.7% |
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