+37.8%
SWKS vs PFGC
+362.5%
-324.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -3.1% | +15.0% | -18.2% | -6.9% |
| 30D | +8.3% | +17.0% | -8.7% | +3.5% |
| 3M | +20.2% | -2.5% | +22.7% | +20.1% |
| 6M | +24.9% | +19.2% | +5.7% | +17.6% |
| YTD | +33.2% | +23.4% | +9.7% | +23.0% |
| 1Y | +23.6% | +13.9% | +9.7% | +16.7% |
| 3Y | +1.3% | +82.0% | -80.7% | -16.2% |
| 5Y | -40.6% | +128.7% | -169.3% | -54.2% |
| All | +37.8% | +362.5% | -324.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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