+54.0%
SWK vs PENG
+228.7%
-174.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -9.1% | +22.2% | +14.5% |
| 7D | +17.9% | -20.5% | +38.4% | +21.6% |
| 30D | +31.9% | -20.4% | +52.3% | +34.6% |
| 3M | +16.6% | -16.4% | +33.0% | +17.0% |
| 6M | +61.1% | +49.2% | +11.9% | +33.4% |
| YTD | +64.2% | +147.2% | -83.0% | +17.7% |
| 1Y | +85.2% | +124.7% | -39.5% | +35.7% |
| All | +54.0% | +228.7% | -174.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling