+93.5%
PEP vs SWKS
+45.5%
+48.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -0.5% |
| 7D | +1.1% | +5.7% | -4.6% | +0.4% |
| 30D | +13.6% | +17.3% | -3.7% | +11.3% |
| 3M | +5.1% | +28.3% | -23.2% | +1.3% |
| 6M | -1.6% | +26.1% | -27.7% | -5.7% |
| YTD | +3.3% | +41.1% | -37.7% | -3.1% |
| 1Y | +3.2% | +31.4% | -28.2% | -2.3% |
| 3Y | -3.9% | +7.3% | -11.2% | -9.6% |
| 5Y | +4.0% | -37.7% | +41.7% | +6.1% |
| All | +93.5% | +45.5% | +48.0% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling