-29.9%
SWK vs PFG
+92.7%
-122.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -1.4% | +2.4% | -3.8% | -3.1% |
| 30D | +25.5% | +5.9% | +19.6% | +20.7% |
| 3M | +11.8% | -0.4% | +12.2% | +11.8% |
| 6M | +48.7% | +14.8% | +33.9% | +32.4% |
| YTD | +57.2% | +31.9% | +25.3% | +26.0% |
| 1Y | +75.3% | +38.8% | +36.5% | +35.2% |
| 3Y | +51.9% | +82.4% | -30.4% | -3.7% |
| All | -29.9% | +92.7% | -122.6% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling