+46.0%
SWKS vs PBF
+261.5%
-215.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.2% | +5.1% |
| 7D | +5.7% | -4.0% | +9.7% | +6.3% |
| 30D | +17.3% | -18.0% | +35.3% | +20.4% |
| 3M | +28.3% | +0.9% | +27.3% | +27.4% |
| 6M | +26.1% | +65.7% | -39.7% | +15.4% |
| YTD | +41.1% | +161.9% | -120.8% | +19.0% |
| 1Y | +31.4% | +77.8% | -46.4% | +17.2% |
| 3Y | +7.3% | +74.9% | -67.6% | -7.8% |
| 5Y | -37.7% | +423.4% | -461.1% | -55.9% |
| 10Y | +46.0% | +255.2% | -209.1% | -0.1% |
| All | +46.0% | +261.5% | -215.4% | -0.1% |
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