-24.6%
SWK vs PENG
+31.0%
-55.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | +1.6% |
| 7D | +11.3% | -36.7% | +47.9% | +19.5% |
| 30D | +28.1% | -42.0% | +70.1% | +38.4% |
| 3M | +12.6% | -33.2% | +45.8% | +17.2% |
| 6M | +51.7% | +2.1% | +49.6% | +35.3% |
| YTD | +60.0% | +90.3% | -30.3% | +20.2% |
| 1Y | +72.7% | +67.7% | +5.0% | +33.6% |
| 3Y | +46.3% | +154.2% | -107.9% | -4.5% |
| 5Y | -24.6% | +28.3% | -52.9% | -50.2% |
| All | -24.6% | +31.0% | -55.6% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling