+2,839.3%
PEG vs SWK
+1,536.3%
+1,303.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | +11.0% | -13.3% | -4.7% |
| 30D | +1.2% | +30.1% | -28.8% | -4.7% |
| 3M | -2.4% | +14.7% | -17.0% | -5.6% |
| 6M | -6.9% | +44.5% | -51.4% | -14.8% |
| YTD | -7.2% | +59.4% | -66.6% | -17.6% |
| 1Y | -8.9% | +77.5% | -86.4% | -21.2% |
| 3Y | +27.1% | +49.5% | -22.3% | +10.6% |
| 5Y | +33.8% | -24.9% | +58.7% | +32.6% |
| 10Y | +150.2% | +31.8% | +118.4% | +105.8% |
| All | +2,839.3% | +1,536.3% | +1,303.0% | +1,265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling