-21.5%
PFE vs SWKS
-42.6%
+21.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -3.7% | -6.2% | +2.5% | -3.1% |
| 30D | +5.0% | -1.5% | +6.5% | +5.0% |
| 3M | +12.2% | +23.0% | -10.8% | +9.3% |
| 6M | +14.6% | +27.6% | -13.0% | +10.3% |
| YTD | +24.1% | +32.3% | -8.2% | +18.5% |
| 1Y | +26.6% | +20.1% | +6.4% | +22.1% |
| 3Y | +14.3% | +0.6% | +13.7% | +9.0% |
| All | -21.5% | -42.6% | +21.1% | -35.8% |
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 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