+24.8%
SWK vs PPG
+2.7%
+22.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -8.9% | -7.8% | -1.1% | -2.5% |
| 3M | +20.5% | -2.2% | +22.7% | +22.6% |
| 6M | +27.1% | +4.1% | +23.0% | +22.3% |
| YTD | +30.2% | +9.1% | +21.1% | +17.7% |
| 1Y | +24.8% | +1.0% | +23.8% | +15.4% |
| All | +24.8% | +2.7% | +22.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling