-36.7%
SWK vs PTC
+6.0%
-42.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +3.0% |
| 7D | -0.4% | -10.3% | +9.8% | +3.3% |
| 30D | -5.7% | +1.1% | -6.9% | -6.6% |
| 3M | +24.1% | +1.6% | +22.5% | +21.7% |
| 6M | +24.7% | -13.5% | +38.2% | +30.1% |
| YTD | +33.9% | -19.1% | +53.0% | +43.4% |
| 1Y | +34.7% | -33.9% | +68.6% | +57.6% |
| 3Y | +15.3% | -3.9% | +19.2% | +12.7% |
| All | -36.7% | +6.0% | -42.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling