-36.5%
SWKS vs PFGC
+138.1%
-174.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +9.4% | +3.4% | +6.0% | +8.1% |
| 30D | +17.0% | +16.9% | 0.0% | +9.9% |
| 3M | +28.9% | +6.4% | +22.5% | +25.1% |
| 6M | +33.1% | +16.0% | +17.1% | +23.3% |
| YTD | +44.8% | +23.6% | +21.2% | +28.0% |
| 1Y | +36.2% | +16.6% | +19.6% | +23.7% |
| 3Y | +11.5% | +82.3% | -70.8% | -20.0% |
| All | -36.5% | +138.1% | -174.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling