+21.9%
SWK vs PEGA
+94.9%
-73.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.9% |
| 7D | -2.0% | -4.6% | +2.6% | -0.6% |
| 30D | +24.6% | -6.8% | +31.4% | +27.1% |
| 3M | +10.8% | +2.6% | +8.2% | +8.9% |
| 6M | +46.1% | -5.4% | +51.4% | +45.1% |
| YTD | +56.8% | -46.0% | +102.9% | +84.2% |
| 1Y | +72.7% | -45.6% | +118.3% | +101.9% |
| 3Y | +49.9% | +43.2% | +6.7% | +8.6% |
| 5Y | -30.9% | -45.3% | +14.4% | -29.0% |
| All | +21.9% | +94.9% | -73.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling