+89.7%
PEP vs SWKS
+35.1%
+54.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +4.6% | -3.1% | +7.8% | +5.0% |
| 30D | +14.0% | +8.3% | +5.7% | +12.8% |
| 3M | +5.4% | +20.2% | -14.9% | +2.4% |
| 6M | -5.1% | +24.9% | -30.1% | -9.1% |
| YTD | +3.1% | +33.2% | -30.0% | -2.6% |
| 1Y | +4.8% | +23.6% | -18.8% | 0.0% |
| 3Y | -4.1% | +1.3% | -5.4% | -9.1% |
| 5Y | +3.0% | -40.6% | +43.5% | +5.5% |
| All | +89.7% | +35.1% | +54.6% | +54.0% |
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