+367.1%
SWK vs PFG
+1,015.3%
-648.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -0.4% | +5.5% | -6.0% | -2.9% |
| 30D | -5.7% | +2.4% | -8.1% | -6.9% |
| 3M | +24.1% | +13.6% | +10.5% | +16.8% |
| 6M | +24.7% | +27.9% | -3.2% | +11.8% |
| YTD | +33.9% | +35.6% | -1.6% | +17.1% |
| 1Y | +34.7% | +48.5% | -13.8% | +13.2% |
| 3Y | +15.3% | +66.9% | -51.6% | -7.0% |
| 5Y | -39.3% | +111.0% | -150.2% | -55.6% |
| 10Y | +2.5% | +244.5% | -242.0% | -39.3% |
| All | +367.1% | +1,015.3% | -648.2% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling