+751.9%
SWK vs PEGA
+1,076.4%
-324.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | +11.3% | -1.6% | +12.8% | +11.5% |
| 30D | +28.1% | -3.0% | +31.1% | +28.5% |
| 3M | +12.6% | +5.8% | +6.8% | +11.6% |
| 6M | +51.7% | -8.8% | +60.5% | +52.3% |
| YTD | +60.0% | -43.5% | +103.5% | +68.6% |
| 1Y | +72.7% | -43.4% | +116.1% | +81.9% |
| 3Y | +46.3% | +48.6% | -2.3% | +34.8% |
| 5Y | -24.6% | -43.3% | +18.7% | -24.3% |
| 10Y | +32.2% | +109.7% | -77.4% | +18.2% |
| All | +751.9% | +1,076.4% | -324.5% | +486.0% |
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 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