+14.5%
PG vs SWKS
-52.0%
+66.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -0.4% | +11.8% | -12.3% | -0.8% |
| 30D | -0.1% | +6.7% | -6.9% | -0.4% |
| 3M | +1.1% | 0.0% | +1.1% | +1.0% |
| 6M | -3.8% | +38.7% | -42.5% | -5.8% |
| YTD | +3.8% | +21.4% | -17.5% | +2.3% |
| 1Y | -5.8% | +2.9% | -8.7% | -6.4% |
| 3Y | +3.0% | -16.4% | +19.4% | +1.6% |
| 5Y | +14.5% | -51.2% | +65.6% | +13.9% |
| All | +14.5% | -52.0% | +66.5% | +13.9% |
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