+3.2%
PG vs SWKS
-20.0%
+23.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.3% |
| 7D | +1.9% | +12.5% | -10.7% | +1.8% |
| 30D | -0.2% | +10.5% | -10.7% | -0.2% |
| 3M | +4.8% | -7.4% | +12.2% | +4.7% |
| 6M | -6.1% | +32.7% | -38.8% | -6.7% |
| YTD | +4.5% | +19.2% | -14.7% | +3.9% |
| 1Y | -5.3% | +2.4% | -7.7% | -5.7% |
| All | +3.2% | -20.0% | +23.2% | +0.4% |
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