-36.7%
SWK vs PEGA
-46.5%
+9.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -0.4% | +3.3% | -3.7% | -1.2% |
| 30D | -5.7% | +17.7% | -23.5% | -9.6% |
| 3M | +24.1% | +5.8% | +18.3% | +21.2% |
| 6M | +24.7% | -20.3% | +45.0% | +29.8% |
| YTD | +33.9% | -37.1% | +71.1% | +47.0% |
| 1Y | +34.7% | -30.2% | +64.9% | +42.5% |
| 3Y | +15.3% | +48.1% | -32.8% | -8.9% |
| All | -36.7% | -46.5% | +9.8% | -39.0% |
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 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