-20.7%
PFE vs SWKS
-53.5%
+32.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.6% |
| 7D | +1.8% | +12.5% | -10.8% | +0.5% |
| 30D | +10.2% | +10.5% | -0.3% | +9.1% |
| 3M | +12.7% | -7.4% | +20.1% | +13.2% |
| 6M | +10.5% | +32.7% | -22.1% | +6.1% |
| YTD | +20.2% | +19.2% | +1.0% | +16.6% |
| 1Y | +24.1% | +2.4% | +21.7% | +22.1% |
| 3Y | -3.6% | -25.6% | +22.1% | -5.1% |
| All | -20.7% | -53.5% | +32.8% | -33.7% |
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 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