-6.8%
PGR vs SWK
+20.3%
-27.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -7.5% | +6.9% | -0.8% |
| 30D | +4.9% | -12.5% | +17.5% | +4.6% |
| 3M | +7.6% | +8.3% | -0.6% | +7.7% |
| 6M | +8.3% | +23.4% | -15.1% | +8.4% |
| YTD | +1.7% | +23.8% | -22.1% | +1.9% |
| 1Y | -6.8% | +17.0% | -23.9% | -7.5% |
| All | -6.8% | +20.3% | -27.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling