+11.3%
SWK vs PENG
+644.0%
-632.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +11.3% | -16.1% | +27.4% | +14.0% |
| 30D | +31.5% | -41.5% | +72.9% | +43.3% |
| 3M | +14.4% | -19.1% | +33.5% | +15.0% |
| 6M | +46.4% | +0.9% | +45.5% | +33.5% |
| YTD | +61.6% | +128.2% | -66.6% | +19.5% |
| 1Y | +78.7% | +98.6% | -19.8% | +36.2% |
| 3Y | +54.4% | +188.2% | -133.8% | +1.9% |
| 5Y | -25.3% | +55.5% | -80.8% | -47.5% |
| All | +11.3% | +644.0% | -632.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling