+35.8%
PFE vs SWKS
+23.7%
+12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.7% |
| 7D | +1.8% | +12.5% | -10.8% | 0.0% |
| 30D | +10.2% | +10.5% | -0.3% | +8.6% |
| 3M | +12.7% | -7.4% | +20.1% | +13.4% |
| 6M | +10.5% | +32.7% | -22.1% | +4.7% |
| YTD | +20.2% | +19.2% | +1.0% | +15.5% |
| 1Y | +24.1% | +2.4% | +21.7% | +21.6% |
| 3Y | -3.6% | -25.6% | +22.1% | -3.6% |
| 5Y | -20.9% | -53.4% | +32.6% | -16.7% |
| All | +35.8% | +23.7% | +12.1% | +11.6% |
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