-4.6%
PEP vs SWKS
-1.9%
-2.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +6.7% | -9.2% | +15.9% | +6.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.5% |
| 3M | +3.9% | +21.2% | -17.3% | +3.3% |
| 6M | -6.0% | +12.9% | -18.9% | -6.5% |
| YTD | +2.5% | +30.7% | -28.3% | +1.1% |
| 1Y | +3.9% | +14.1% | -10.2% | +3.1% |
| All | -4.6% | -1.9% | -2.7% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling