+28.7%
SWK vs PFG
+195.7%
-167.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | +11.0% | -0.6% | +11.7% | +11.8% |
| 30D | +30.1% | +2.0% | +28.0% | +28.6% |
| 3M | +14.7% | -3.2% | +17.8% | +16.8% |
| 6M | +44.5% | +10.9% | +33.6% | +33.0% |
| YTD | +59.4% | +28.8% | +30.5% | +32.1% |
| 1Y | +77.5% | +39.2% | +38.4% | +39.5% |
| 3Y | +49.5% | +75.0% | -25.6% | +0.6% |
| 5Y | -24.9% | +91.9% | -116.8% | -53.4% |
| All | +28.7% | +195.7% | -167.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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