+50.8%
SWKS vs PFGC
+351.0%
-300.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +9.4% | +3.4% | +6.0% | +8.5% |
| 30D | +17.0% | +16.9% | 0.0% | +11.8% |
| 3M | +28.9% | +6.4% | +22.5% | +25.9% |
| 6M | +33.1% | +16.0% | +17.1% | +26.2% |
| YTD | +44.8% | +23.6% | +21.2% | +33.6% |
| 1Y | +36.2% | +16.6% | +19.6% | +27.7% |
| 3Y | +11.5% | +82.3% | -70.8% | -7.8% |
| 5Y | -37.1% | +138.7% | -175.8% | -51.9% |
| All | +50.8% | +351.0% | -300.2% | -5.1% |
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