+24.7%
SWK vs PFGC
+351.2%
-326.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.8% |
| 30D | +30.4% | +17.4% | +13.0% | +23.5% |
| 3M | +12.1% | -2.4% | +14.6% | +13.0% |
| 6M | +49.1% | +18.2% | +30.9% | +40.5% |
| YTD | +60.4% | +23.7% | +36.8% | +48.1% |
| 1Y | +78.3% | +15.0% | +63.4% | +68.7% |
| 3Y | +53.3% | +82.3% | -29.0% | +24.1% |
| 5Y | -27.0% | +131.9% | -158.9% | -46.2% |
| All | +24.7% | +351.2% | -326.5% | -24.9% |
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