+4,006.0%
PG vs SWKS
+8,307.4%
-4,301.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.4% |
| 7D | +1.9% | +12.5% | -10.7% | +1.4% |
| 30D | -0.2% | +10.5% | -10.7% | -0.6% |
| 3M | +4.8% | -7.4% | +12.2% | +4.9% |
| 6M | -6.1% | +32.7% | -38.8% | -7.3% |
| YTD | +4.5% | +19.2% | -14.7% | +3.5% |
| 1Y | -5.3% | +2.4% | -7.7% | -5.8% |
| 3Y | +2.6% | -25.6% | +28.2% | +2.5% |
| 5Y | +15.6% | -53.4% | +69.0% | +16.9% |
| 10Y | +118.0% | +23.2% | +94.9% | +111.9% |
| All | +4,006.0% | +8,307.4% | -4,301.4% | +2,990.8% |
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