+72.7%
SWK vs PEGA
-44.8%
+117.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | +11.3% | -1.6% | +12.8% | +11.4% |
| 30D | +28.1% | -3.0% | +31.1% | +28.3% |
| 3M | +12.6% | +5.8% | +6.8% | +12.2% |
| 6M | +51.7% | -8.8% | +60.5% | +52.1% |
| YTD | +60.0% | -43.5% | +103.5% | +67.2% |
| 1Y | +72.7% | -43.4% | +116.1% | +81.0% |
| All | +72.7% | -44.8% | +117.4% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling