+4.8%
PEP vs SWKS
+20.8%
-16.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +4.6% | -3.1% | +7.8% | +4.6% |
| 30D | +14.0% | +8.3% | +5.7% | +13.9% |
| 3M | +5.4% | +20.2% | -14.9% | +5.5% |
| 6M | -5.1% | +24.9% | -30.1% | -5.3% |
| YTD | +3.1% | +33.2% | -30.0% | +2.6% |
| 1Y | +4.8% | +23.6% | -18.8% | +3.9% |
| All | +4.8% | +20.8% | -16.0% | +3.9% |
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