+49.5%
SWK vs PFGC
+77.4%
-27.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | +11.0% | +8.5% | +2.5% | +6.0% |
| 30D | +30.1% | +15.0% | +15.1% | +20.2% |
| 3M | +14.7% | -6.2% | +20.8% | +18.1% |
| 6M | +44.5% | +15.7% | +28.8% | +32.0% |
| YTD | +59.4% | +19.6% | +39.8% | +40.8% |
| 1Y | +77.5% | +13.2% | +64.3% | +62.0% |
| 3Y | +49.5% | +77.0% | -27.5% | +1.6% |
| All | +49.5% | +77.4% | -27.9% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling