+38.1%
PEG vs SWK
-25.5%
+63.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | +11.0% | -13.3% | -3.7% |
| 30D | +1.2% | +30.1% | -28.8% | -2.4% |
| 3M | -2.4% | +14.7% | -17.0% | -4.3% |
| 6M | -6.9% | +44.5% | -51.4% | -11.7% |
| YTD | -7.2% | +59.4% | -66.6% | -13.6% |
| 1Y | -8.9% | +77.5% | -86.4% | -16.6% |
| 3Y | +27.1% | +49.5% | -22.3% | +16.6% |
| All | +38.1% | -25.5% | +63.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling