+58.1%
SWK vs PFGC
+84.2%
-26.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.1% | +0.5% |
| 7D | +10.7% | +10.8% | -0.2% | +4.3% |
| 30D | +33.3% | +17.8% | +15.5% | +21.5% |
| 3M | +14.7% | -2.7% | +17.4% | +15.7% |
| 6M | +48.5% | +20.0% | +28.5% | +32.9% |
| YTD | +63.9% | +24.3% | +39.6% | +41.6% |
| 1Y | +80.4% | +13.2% | +67.2% | +65.1% |
| 3Y | +58.1% | +85.9% | -27.8% | +7.8% |
| All | +58.1% | +84.2% | -26.1% | +7.8% |
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