-53.0%
SWKS vs PFGC
+111.4%
-164.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +12.5% | -2.2% | +14.7% | +13.4% |
| 30D | +10.5% | -11.9% | +22.4% | +15.7% |
| 3M | -7.4% | +5.0% | -12.4% | -10.1% |
| 6M | +32.7% | +8.6% | +24.1% | +26.1% |
| YTD | +19.2% | +9.7% | +9.5% | +11.4% |
| 1Y | +2.4% | -6.3% | +8.7% | +2.6% |
| 3Y | -25.6% | +58.2% | -83.8% | -42.1% |
| All | -53.0% | +111.4% | -164.4% | -68.8% |
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