+29.4%
PG vs SWKS
-43.7%
+73.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +2.4% | -6.2% | +8.5% | +2.6% |
| 30D | +12.6% | -1.5% | +14.1% | +12.7% |
| 3M | +13.3% | +23.0% | -9.7% | +12.3% |
| 6M | +13.4% | +27.6% | -14.2% | +11.8% |
| YTD | +18.8% | +32.3% | -13.6% | +16.5% |
| 1Y | +16.5% | +20.1% | -3.7% | +14.8% |
| 3Y | +18.6% | +0.6% | +18.0% | +15.2% |
| All | +29.4% | -43.7% | +73.1% | +25.0% |
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 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