-24.6%
SWK vs PFGC
+131.9%
-156.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +11.3% | +12.5% | -1.2% | +5.1% |
| 30D | +28.1% | +17.0% | +11.1% | +18.7% |
| 3M | +12.6% | -2.1% | +14.7% | +13.3% |
| 6M | +51.7% | +25.9% | +25.8% | +35.0% |
| YTD | +60.0% | +22.0% | +38.0% | +43.2% |
| 1Y | +72.7% | +14.8% | +57.8% | +59.0% |
| 3Y | +46.3% | +80.8% | -34.5% | +8.1% |
| 5Y | -24.6% | +126.0% | -150.6% | -50.4% |
| All | -24.6% | +131.9% | -156.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling