+162.8%
PEG vs SWK
+26.9%
+135.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +2.6% | +11.3% | -8.7% | +0.1% |
| 30D | +3.3% | +31.5% | -28.1% | -2.7% |
| 3M | +1.1% | +14.4% | -13.4% | -2.1% |
| 6M | -1.4% | +46.4% | -47.9% | -9.8% |
| YTD | -4.6% | +61.6% | -66.2% | -15.1% |
| 1Y | -7.2% | +78.7% | -85.9% | -19.5% |
| 3Y | +33.7% | +54.4% | -20.7% | +15.8% |
| 5Y | +40.8% | -25.3% | +66.1% | +43.4% |
| 10Y | +162.8% | +22.4% | +140.4% | +123.9% |
| All | +162.8% | +26.9% | +135.9% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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