+0.8%
SWK vs PPG
+24.5%
-23.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -8.9% | -7.8% | -1.1% | -2.2% |
| 3M | +20.5% | -2.2% | +22.7% | +22.8% |
| 6M | +27.1% | +4.1% | +23.0% | +22.0% |
| YTD | +30.2% | +9.1% | +21.1% | +19.4% |
| 1Y | +24.8% | +1.0% | +23.8% | +22.6% |
| 3Y | +16.3% | -13.3% | +29.6% | +31.2% |
| 5Y | -40.1% | -19.2% | -20.9% | -29.8% |
| 10Y | +0.8% | +25.9% | -25.1% | -23.1% |
| All | +0.8% | +24.5% | -23.7% | -23.1% |
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