+774.5%
SWK vs PEGA
+1,104.1%
-329.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +17.9% | -2.9% | +20.7% | +18.3% |
| 30D | +31.9% | -0.5% | +32.4% | +32.0% |
| 3M | +16.6% | +8.5% | +8.1% | +15.2% |
| 6M | +61.1% | -6.3% | +67.4% | +61.2% |
| YTD | +64.2% | -42.2% | +106.4% | +72.6% |
| 1Y | +85.2% | -43.4% | +128.7% | +95.1% |
| 3Y | +50.2% | +52.1% | -1.9% | +38.0% |
| 5Y | -22.8% | -42.2% | +19.4% | -22.7% |
| 10Y | +35.8% | +114.6% | -78.9% | +21.0% |
| All | +774.5% | +1,104.1% | -329.6% | +499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling