+3,273.4%
PEP vs SWK
+1,585.9%
+1,687.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.1% | -9.4% | +1.2% |
| 7D | +7.4% | +17.9% | -10.5% | +4.0% |
| 30D | +13.3% | +31.9% | -18.6% | +7.4% |
| 3M | +3.5% | +16.6% | -13.1% | +0.3% |
| 6M | -5.9% | +61.1% | -67.0% | -14.7% |
| YTD | +2.3% | +64.2% | -62.0% | -8.2% |
| 1Y | +3.7% | +85.2% | -81.5% | -9.2% |
| 3Y | -4.8% | +50.2% | -55.0% | -15.7% |
| 5Y | +1.9% | -22.8% | +24.7% | +0.8% |
| 10Y | +83.5% | +35.8% | +47.7% | +53.8% |
| All | +3,273.4% | +1,585.9% | +1,687.5% | +1,146.4% |
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 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