+49.5%
SWK vs PEGA
+43.4%
+6.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | +11.0% | -4.5% | +15.5% | +11.9% |
| 30D | +30.1% | -5.7% | +35.7% | +31.2% |
| 3M | +14.7% | +2.6% | +12.1% | +13.8% |
| 6M | +44.5% | -10.6% | +55.1% | +45.8% |
| YTD | +59.4% | -45.5% | +104.9% | +74.6% |
| 1Y | +77.5% | -44.8% | +122.3% | +93.8% |
| 3Y | +49.5% | +45.5% | +3.9% | +24.0% |
| All | +49.5% | +43.4% | +6.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling