+28.7%
SWK vs PTC
+334.9%
-306.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +11.0% | -0.2% | +11.3% | +11.2% |
| 30D | +30.1% | +0.8% | +29.3% | +29.7% |
| 3M | +14.7% | +32.1% | -17.5% | -0.1% |
| 6M | +44.5% | +42.6% | +1.9% | +19.5% |
| YTD | +59.4% | +12.0% | +47.4% | +46.1% |
| 1Y | +77.5% | +12.2% | +65.4% | +62.6% |
| 3Y | +49.5% | +31.2% | +18.2% | +25.5% |
| 5Y | -24.9% | +54.9% | -79.8% | -42.9% |
| All | +28.7% | +334.9% | -306.2% | -39.2% |
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