+3,449.8%
PFE vs SWKS
+9,124.1%
-5,674.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.8% |
| 7D | -0.2% | -9.2% | +9.0% | +0.4% |
| 30D | +8.7% | -1.9% | +10.6% | +8.7% |
| 3M | +15.8% | +21.2% | -5.5% | +14.1% |
| 6M | +16.8% | +12.9% | +3.9% | +15.3% |
| YTD | +26.2% | +30.7% | -4.5% | +23.2% |
| 1Y | +29.9% | +14.1% | +15.8% | +27.9% |
| 3Y | +15.9% | -1.7% | +17.6% | +14.0% |
| 5Y | -20.6% | -43.0% | +22.4% | -20.0% |
| 10Y | +65.4% | +34.3% | +31.0% | +56.1% |
| All | +3,449.8% | +9,124.1% | -5,674.2% | +2,118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling