+244.8%
SWK vs PSKY
-42.2%
+287.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -5.7% | +24.0% | -29.7% | -12.6% |
| 3M | +24.1% | +2.2% | +21.9% | +22.4% |
| 6M | +24.7% | -9.0% | +33.7% | +26.2% |
| YTD | +33.9% | -18.1% | +52.1% | +38.6% |
| 1Y | +34.7% | -25.1% | +59.8% | +40.6% |
| 3Y | +15.3% | -16.3% | +31.6% | +3.0% |
| 5Y | -39.3% | -70.4% | +31.1% | -25.0% |
| 10Y | +2.5% | -74.2% | +76.6% | +6.1% |
| All | +244.8% | -42.2% | +287.0% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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