-27.0%
SWK vs PTC
+62.1%
-89.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | +30.4% | +0.9% | +29.5% | +30.1% |
| 3M | +12.1% | +30.4% | -18.2% | +2.2% |
| 6M | +49.1% | +34.4% | +14.7% | +33.0% |
| YTD | +60.4% | +12.6% | +47.9% | +53.6% |
| 1Y | +78.3% | +10.2% | +68.1% | +72.3% |
| 3Y | +53.3% | +29.4% | +23.9% | +35.3% |
| 5Y | -27.0% | +63.7% | -90.7% | -39.0% |
| All | -27.0% | +62.1% | -89.1% | -39.0% |
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