-29.9%
SWK vs PFGC
+138.1%
-168.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -1.4% | +3.4% | -4.8% | -3.0% |
| 30D | +25.5% | +16.9% | +8.5% | +16.1% |
| 3M | +11.8% | +6.4% | +5.4% | +8.2% |
| 6M | +48.7% | +16.0% | +32.7% | +37.5% |
| YTD | +57.2% | +23.6% | +33.6% | +39.4% |
| 1Y | +75.3% | +16.6% | +58.7% | +59.9% |
| 3Y | +51.9% | +82.3% | -30.3% | +10.9% |
| All | -29.9% | +138.1% | -168.0% | -55.2% |
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