-13.5%
PEP vs SWK
+21.0%
-34.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +0.5% |
| 3M | -1.1% | +24.1% | -25.2% | -2.4% |
| 6M | -13.5% | +24.7% | -38.2% | -15.4% |
| All | -13.5% | +21.0% | -34.5% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling