+4.7%
PEP vs SWK
-38.7%
+43.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -1.4% | -0.4% | -0.9% | -1.4% |
| 30D | +0.2% | -5.7% | +6.0% | +0.8% |
| 3M | -1.1% | +24.1% | -25.2% | -3.5% |
| 6M | -13.5% | +24.7% | -38.2% | -15.8% |
| YTD | -1.2% | +33.9% | -35.1% | -4.7% |
| 1Y | -1.6% | +34.7% | -36.2% | -5.3% |
| 3Y | -12.5% | +15.3% | -27.8% | -15.9% |
| All | +4.7% | -38.7% | +43.5% | +10.7% |
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