+3.7%
PEP vs SWKS
+14.2%
-10.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +3.7% |
| 7D | +7.4% | -4.9% | +12.3% | +7.3% |
| 30D | +13.3% | -1.2% | +14.5% | +13.3% |
| 3M | +3.5% | +24.2% | -20.7% | +3.6% |
| 6M | -5.9% | +21.5% | -27.4% | -6.0% |
| YTD | +2.3% | +33.5% | -31.2% | +1.6% |
| 1Y | +3.7% | +18.9% | -15.2% | +2.8% |
| All | +3.7% | +14.2% | -10.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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