+4,568.3%
PG vs SWKS
+9,235.4%
-4,667.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| YTD | +18.8% | +32.3% | -13.6% | +17.1% |
| 1Y | +16.5% | +20.1% | -3.7% | +15.2% |
| 3Y | +18.6% | +0.6% | +18.0% | +17.2% |
| 5Y | +28.8% | -42.3% | +71.1% | +29.2% |
| 10Y | +155.0% | +35.9% | +119.1% | +146.7% |
| All | +4,568.3% | +9,235.4% | -4,667.1% | +3,397.5% |
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