+3.9%
PEP vs SWK
+82.9%
-79.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +6.7% | +11.3% | -4.6% | +5.4% |
| 30D | +13.5% | +28.1% | -14.6% | +11.0% |
| 3M | +3.9% | +12.6% | -8.7% | +2.4% |
| 6M | -6.0% | +51.7% | -57.7% | -9.2% |
| YTD | +2.5% | +60.0% | -57.5% | -2.0% |
| 1Y | +3.9% | +72.7% | -68.7% | -0.9% |
| All | +3.9% | +82.9% | -79.0% | -0.9% |
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