+49.6%
PFE vs SWKS
+37.5%
+12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.7% | -2.7% | -1.9% | -4.4% |
| 30D | +3.4% | +8.5% | -5.1% | +2.2% |
| 3M | +9.2% | +17.3% | -8.1% | +6.2% |
| 6M | +15.8% | +25.1% | -9.3% | +10.7% |
| YTD | +23.4% | +33.3% | -9.9% | +16.3% |
| 1Y | +25.8% | +22.9% | +2.9% | +19.9% |
| 3Y | +17.8% | +5.5% | +12.3% | +11.3% |
| 5Y | -20.2% | -41.9% | +21.7% | -19.3% |
| 10Y | +49.6% | +32.4% | +17.2% | +26.3% |
| All | +49.6% | +37.5% | +12.1% | +26.3% |
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 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