+60.6%
PFE vs SWKS
+33.1%
+27.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -3.7% | -6.2% | +2.5% | -2.9% |
| 30D | +5.0% | -1.5% | +6.5% | +5.1% |
| 3M | +12.2% | +23.0% | -10.8% | +8.3% |
| 6M | +14.6% | +27.6% | -13.0% | +9.1% |
| YTD | +24.1% | +32.3% | -8.2% | +17.0% |
| 1Y | +26.6% | +20.1% | +6.4% | +21.0% |
| 3Y | +14.3% | +0.6% | +13.7% | +8.7% |
| 5Y | -21.9% | -42.3% | +20.4% | -21.0% |
| All | +60.6% | +33.1% | +27.5% | +35.7% |
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