+20.8%
SWK vs PFG
+189.4%
-168.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -0.8% |
| 30D | +30.4% | +6.4% | +24.1% | +25.3% |
| 3M | +12.1% | +2.2% | +9.9% | +10.1% |
| 6M | +49.1% | +16.3% | +32.8% | +32.8% |
| YTD | +60.4% | +33.2% | +27.2% | +29.9% |
| 1Y | +78.3% | +40.6% | +37.7% | +39.1% |
| 3Y | +53.3% | +83.3% | -30.0% | -0.1% |
| 5Y | -27.0% | +97.7% | -124.7% | -55.6% |
| 10Y | +20.8% | +189.9% | -169.0% | -50.9% |
| All | +20.8% | +189.4% | -168.5% | -50.9% |
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