+199.0%
PNC vs SWK
+18.1%
+180.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.1% | -1.4% | +4.4% | +3.7% |
| 30D | +7.6% | +25.5% | -17.8% | -3.7% |
| 3M | -8.1% | +11.8% | -19.9% | -13.5% |
| 6M | +12.6% | +48.7% | -36.1% | -8.3% |
| YTD | +15.0% | +57.2% | -42.2% | -10.1% |
| 1Y | +30.4% | +75.3% | -44.9% | -3.6% |
| 3Y | +116.1% | +51.9% | +64.2% | +61.8% |
| 5Y | +37.5% | -30.7% | +68.2% | +51.1% |
| All | +199.0% | +18.1% | +180.9% | +118.3% |
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