+166.7%
PG vs SWKS
+31.8%
+134.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.1% | -3.1% | +7.2% | +4.4% |
| 30D | +12.3% | +8.3% | +3.9% | +11.4% |
| 3M | +15.9% | +20.2% | -4.3% | +13.4% |
| 6M | +16.8% | +24.9% | -8.1% | +13.1% |
| YTD | +21.1% | +33.2% | -12.0% | +15.9% |
| 1Y | +19.3% | +23.6% | -4.3% | +15.0% |
| 3Y | +20.6% | +1.3% | +19.3% | +15.5% |
| 5Y | +30.7% | -40.6% | +71.3% | +32.9% |
| 10Y | +166.7% | +35.3% | +131.4% | +120.6% |
| All | +166.7% | +31.8% | +134.8% | +120.6% |
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