+1,495.2%
SWK vs PPG
+3,013.1%
-1,517.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | +11.0% | +2.4% | +8.6% | +9.6% |
| 30D | +30.1% | +16.5% | +13.6% | +18.3% |
| 3M | +14.7% | +5.1% | +9.6% | +11.3% |
| 6M | +44.5% | +11.1% | +33.4% | +35.5% |
| YTD | +59.4% | +21.7% | +37.7% | +41.1% |
| 1Y | +77.5% | +32.0% | +45.6% | +49.5% |
| 3Y | +49.5% | +2.8% | +46.7% | +49.5% |
| 5Y | -24.9% | -16.5% | -8.3% | -15.4% |
| 10Y | +31.8% | +59.3% | -27.6% | +4.1% |
| All | +1,495.2% | +3,013.1% | -1,517.9% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling