+20.9%
PFE vs SWKS
+4.2%
+16.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | +5.3% | +8.3% | -3.0% | +4.4% |
| 3M | +10.1% | +20.2% | -10.1% | +7.4% |
| 6M | +18.0% | +24.9% | -6.9% | +13.7% |
| YTD | +25.8% | +33.2% | -7.3% | +19.5% |
| 1Y | +28.4% | +23.6% | +4.9% | +23.1% |
| 3Y | +20.9% | +1.3% | +19.7% | +7.8% |
| All | +20.9% | +4.2% | +16.7% | +7.8% |
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