+1.1%
PEP vs SWKS
-44.4%
+45.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +6.7% | -9.2% | +15.9% | +7.1% |
| 30D | +13.5% | -1.9% | +15.4% | +13.6% |
| 3M | +3.9% | +21.2% | -17.3% | +2.7% |
| 6M | -6.0% | +12.9% | -18.9% | -7.0% |
| YTD | +2.5% | +30.7% | -28.3% | +0.2% |
| 1Y | +3.9% | +14.1% | -10.2% | +2.5% |
| 3Y | -4.7% | -1.7% | -3.0% | -7.4% |
| 5Y | +1.1% | -43.0% | +44.1% | -0.3% |
| All | +1.1% | -44.4% | +45.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling