+73.2%
PGR vs SWK
+15.2%
+58.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -0.2% | -8.9% | +8.7% | -0.3% |
| 3M | +7.4% | +20.5% | -13.1% | +7.4% |
| 6M | +2.1% | +27.1% | -25.0% | +2.2% |
| YTD | +0.5% | +30.2% | -29.7% | +0.6% |
| 1Y | -6.9% | +24.8% | -31.7% | -6.9% |
| 3Y | +73.2% | +16.3% | +56.9% | +75.7% |
| All | +73.2% | +15.2% | +58.0% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling