+28.7%
SWK vs PFGC
+347.9%
-319.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +11.0% | +8.5% | +2.5% | +8.0% |
| 30D | +30.1% | +15.0% | +15.1% | +24.0% |
| 3M | +14.7% | -6.2% | +20.8% | +17.1% |
| 6M | +44.5% | +15.7% | +28.8% | +37.2% |
| YTD | +59.4% | +19.6% | +39.8% | +48.9% |
| 1Y | +77.5% | +13.2% | +64.3% | +68.8% |
| 3Y | +49.5% | +77.0% | -27.5% | +22.3% |
| 5Y | -24.9% | +121.5% | -146.4% | -43.9% |
| All | +28.7% | +347.9% | -319.2% | -21.7% |
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