+3,159.9%
PEP vs SWK
+1,275.2%
+1,884.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -0.8% | -5.7% | +4.9% | +0.3% |
| 3M | -2.2% | +24.1% | -26.2% | -6.5% |
| 6M | -14.4% | +24.7% | -39.1% | -18.6% |
| YTD | -2.2% | +33.9% | -36.2% | -8.5% |
| 1Y | -2.6% | +34.7% | -37.3% | -9.4% |
| 3Y | -12.5% | +15.3% | -27.8% | -18.4% |
| 5Y | +3.0% | -39.3% | +42.3% | +6.9% |
| 10Y | +73.9% | +2.5% | +71.4% | +54.2% |
| All | +3,159.9% | +1,275.2% | +1,884.8% | +1,154.5% |
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