+3.3%
SWK vs PFGC
+273.6%
-270.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | -5.7% | -11.9% | +6.2% | -1.6% |
| 3M | +24.1% | +5.0% | +19.1% | +21.8% |
| 6M | +24.7% | +8.6% | +16.1% | +20.9% |
| YTD | +33.9% | +9.7% | +24.3% | +28.8% |
| 1Y | +34.7% | -6.3% | +41.0% | +36.6% |
| 3Y | +15.3% | +58.2% | -42.9% | -2.1% |
| 5Y | -39.3% | +110.4% | -149.7% | -53.9% |
| All | +3.3% | +273.6% | -270.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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