+51.0%
SWKS vs PBF
+259.1%
-208.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | +10.9% | +4.3% | +6.6% | +10.2% |
| 30D | +17.6% | -21.8% | +39.4% | +21.5% |
| 3M | +29.2% | +1.7% | +27.5% | +28.2% |
| 6M | +37.0% | +69.8% | -32.8% | +25.0% |
| YTD | +44.9% | +167.7% | -122.8% | +21.9% |
| 1Y | +33.8% | +89.0% | -55.1% | +18.3% |
| 3Y | +10.2% | +78.8% | -68.6% | -5.6% |
| 5Y | -37.0% | +415.4% | -452.4% | -55.3% |
| All | +51.0% | +259.1% | -208.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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