+16.3%
SWK vs PTC
-8.0%
+24.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -0.8% |
| 7D | +0.1% | -12.8% | +12.9% | +5.0% |
| 30D | -8.9% | -9.8% | +0.9% | -5.8% |
| 3M | +20.5% | -2.1% | +22.6% | +19.6% |
| 6M | +27.1% | -18.1% | +45.2% | +37.4% |
| YTD | +30.2% | -23.5% | +53.7% | +45.7% |
| 1Y | +24.8% | -37.4% | +62.1% | +56.6% |
| 3Y | +16.3% | -7.2% | +23.5% | +2.3% |
| All | +16.3% | -8.0% | +24.3% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling