+154.8%
PGR vs SWK
-38.5%
+193.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.7% |
| 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% | +6.1% |
| 6M | +2.1% | +27.1% | -25.0% | +0.4% |
| YTD | +0.5% | +30.2% | -29.7% | -1.5% |
| 1Y | -6.9% | +24.8% | -31.7% | -8.6% |
| 3Y | +73.2% | +16.3% | +56.9% | +68.7% |
| 5Y | +154.8% | -40.1% | +194.9% | +171.0% |
| All | +154.8% | -38.5% | +193.2% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling