+51.9%
SWK vs PPG
+2.6%
+49.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | +25.5% | +17.6% | +7.9% | +7.4% |
| 3M | +11.8% | +7.5% | +4.3% | +4.4% |
| 6M | +48.7% | +17.6% | +31.1% | +26.6% |
| YTD | +57.2% | +22.6% | +34.6% | +26.3% |
| 1Y | +75.3% | +28.0% | +47.3% | +34.6% |
| 3Y | +51.9% | +1.8% | +50.2% | +44.3% |
| All | +51.9% | +2.6% | +49.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling