-4.7%
PEG vs SWK
+74.4%
-79.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.5% | -1.4% | +5.9% | +4.6% |
| 30D | +7.5% | +25.5% | -17.9% | +5.6% |
| 3M | +0.8% | +11.8% | -10.9% | -0.2% |
| 6M | 0.0% | +48.7% | -48.7% | -3.3% |
| YTD | -3.0% | +57.2% | -60.2% | -6.9% |
| 1Y | -4.7% | +75.3% | -80.0% | -9.5% |
| All | -4.7% | +74.4% | -79.1% | -9.5% |
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