-6.8%
PEG vs SWK
+79.5%
-86.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +3.1% |
| 7D | +0.9% | +10.7% | -9.8% | 0.0% |
| 30D | +3.8% | +33.3% | -29.5% | +1.4% |
| 3M | +0.1% | +14.7% | -14.6% | -1.2% |
| 6M | -1.0% | +48.5% | -49.5% | -4.4% |
| YTD | -4.1% | +63.9% | -68.0% | -8.3% |
| All | -6.8% | +79.5% | -86.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling