-24.6%
SWK vs PTC
+59.6%
-84.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.8% |
| 3M | +12.6% | +39.6% | -27.0% | -0.1% |
| 6M | +51.7% | +41.5% | +10.2% | +32.1% |
| YTD | +60.0% | +11.7% | +48.3% | +53.5% |
| 1Y | +72.7% | +2.4% | +70.2% | +72.0% |
| 3Y | +46.3% | +31.9% | +14.4% | +28.3% |
| 5Y | -24.6% | +54.5% | -79.1% | -35.6% |
| All | -24.6% | +59.6% | -84.2% | -35.6% |
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