-7.7%
SWK vs PENG
+762.7%
-770.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.5% |
| 7D | -0.4% | +4.5% | -5.0% | -1.5% |
| 30D | -5.7% | -7.1% | +1.4% | -4.6% |
| 3M | +24.1% | -27.3% | +51.3% | +27.9% |
| 6M | +24.7% | +169.6% | -144.9% | -7.2% |
| YTD | +33.9% | +164.6% | -130.7% | -0.5% |
| 1Y | +34.7% | +109.5% | -74.8% | +4.8% |
| 3Y | +15.3% | +98.9% | -83.7% | -17.0% |
| 5Y | -39.3% | +116.3% | -155.5% | -59.1% |
| All | -7.7% | +762.7% | -770.4% | -50.6% |
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