+29.2%
SWK vs PTC
+333.9%
-304.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +11.3% | -0.1% | +11.4% | +11.3% |
| 30D | +28.1% | +0.8% | +27.3% | +27.7% |
| 3M | +12.6% | +39.6% | -27.0% | -4.3% |
| 6M | +51.7% | +41.5% | +10.2% | +25.9% |
| YTD | +60.0% | +11.7% | +48.3% | +46.8% |
| 1Y | +72.7% | +2.4% | +70.2% | +64.7% |
| 3Y | +46.3% | +31.9% | +14.4% | +22.5% |
| 5Y | -24.6% | +54.5% | -79.1% | -42.6% |
| All | +29.2% | +333.9% | -304.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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