-25.3%
SWK vs PEGA
-46.7%
+21.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +11.3% | -8.2% | +19.5% | +13.5% |
| 30D | +31.5% | -11.6% | +43.0% | +35.1% |
| 3M | +14.4% | -4.2% | +18.6% | +14.9% |
| 6M | +46.4% | -12.0% | +58.4% | +48.6% |
| YTD | +61.6% | -46.9% | +108.5% | +83.9% |
| 1Y | +78.7% | -47.0% | +125.7% | +103.2% |
| 3Y | +54.4% | +40.9% | +13.5% | +21.8% |
| 5Y | -25.3% | -45.4% | +20.1% | -29.9% |
| All | -25.3% | -46.7% | +21.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling