+42.8%
PEG vs SWK
-23.3%
+66.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +3.0% |
| 7D | +0.9% | +10.7% | -9.8% | -0.6% |
| 30D | +3.8% | +33.3% | -29.5% | -0.2% |
| 3M | +0.1% | +14.7% | -14.6% | -1.9% |
| 6M | -1.0% | +48.5% | -49.5% | -6.5% |
| YTD | -4.1% | +63.9% | -68.0% | -11.1% |
| 1Y | -6.9% | +80.4% | -87.3% | -14.9% |
| 3Y | +35.6% | +58.1% | -22.5% | +23.4% |
| 5Y | +42.8% | -24.5% | +67.3% | +35.8% |
| All | +42.8% | -23.3% | +66.0% | +35.8% |
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