+163.7%
PEG vs SWK
+17.8%
+145.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.7% |
| 30D | +6.1% | +24.6% | -18.5% | +1.1% |
| 3M | -0.5% | +10.8% | -11.3% | -3.0% |
| 6M | -3.2% | +46.1% | -49.2% | -11.3% |
| YTD | -4.4% | +56.8% | -61.3% | -14.5% |
| 1Y | -7.4% | +72.7% | -80.1% | -19.1% |
| 3Y | +33.9% | +49.9% | -15.9% | +16.7% |
| 5Y | +42.3% | -30.9% | +73.2% | +48.0% |
| All | +163.7% | +17.8% | +145.8% | +124.2% |
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