+613.3%
SWK vs PEGA
+1,209.2%
-595.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -0.4% | +3.3% | -3.7% | -0.8% |
| 30D | -5.7% | +17.7% | -23.5% | -7.6% |
| 3M | +24.1% | +5.8% | +18.3% | +22.6% |
| 6M | +24.7% | -20.3% | +45.0% | +27.0% |
| YTD | +33.9% | -37.1% | +71.1% | +39.6% |
| 1Y | +34.7% | -30.2% | +64.9% | +38.3% |
| 3Y | +15.3% | +48.1% | -32.8% | +6.3% |
| 5Y | -39.3% | -46.8% | +7.5% | -38.7% |
| 10Y | +2.5% | +191.3% | -188.8% | -11.1% |
| All | +613.3% | +1,209.2% | -595.9% | +385.1% |
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