+81.9%
PEP vs SWK
+30.0%
+51.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | +6.7% | +11.3% | -4.6% | +4.6% |
| 30D | +13.5% | +28.1% | -14.6% | +8.5% |
| 3M | +3.9% | +12.6% | -8.7% | +1.5% |
| 6M | -6.0% | +51.7% | -57.7% | -13.3% |
| YTD | +2.5% | +60.0% | -57.5% | -6.9% |
| 1Y | +3.9% | +72.7% | -68.7% | -7.0% |
| 3Y | -4.7% | +46.3% | -51.0% | -14.6% |
| 5Y | +1.1% | -24.6% | +25.7% | +3.5% |
| All | +81.9% | +30.0% | +51.8% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling