+29.5%
SWK vs PPG
+63.3%
-33.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.7% |
| 7D | +10.7% | +0.3% | +10.3% | +10.7% |
| 30D | +33.3% | +20.5% | +12.8% | +13.0% |
| 3M | +14.7% | +5.3% | +9.3% | +9.6% |
| 6M | +48.5% | +15.8% | +32.7% | +30.2% |
| YTD | +63.9% | +24.6% | +39.3% | +33.5% |
| 1Y | +80.4% | +33.6% | +46.8% | +38.2% |
| 3Y | +58.1% | +5.0% | +53.1% | +51.2% |
| 5Y | -24.5% | -14.0% | -10.5% | -15.8% |
| 10Y | +29.5% | +58.2% | -28.8% | -16.1% |
| All | +29.5% | +63.3% | -33.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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