+46.0%
SWKS vs PFGC
+363.4%
-317.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | +5.7% | +1.5% | +4.2% | +5.3% |
| 30D | +17.3% | +17.4% | -0.1% | +12.0% |
| 3M | +28.3% | -2.4% | +30.7% | +28.1% |
| 6M | +26.1% | +18.2% | +7.8% | +18.9% |
| YTD | +41.1% | +23.7% | +17.4% | +30.2% |
| 1Y | +31.4% | +15.0% | +16.5% | +23.7% |
| 3Y | +7.3% | +82.3% | -75.1% | -11.3% |
| 5Y | -37.7% | +131.9% | -169.6% | -52.1% |
| 10Y | +46.0% | +353.0% | -307.0% | -7.7% |
| All | +46.0% | +363.4% | -317.3% | -7.7% |
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