+0.6%
SWKS vs PBF
+59.0%
-58.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -6.2% | -13.8% | +7.6% | -3.8% |
| 30D | -1.5% | -19.6% | +18.1% | +1.9% |
| 3M | +23.0% | +10.3% | +12.7% | +20.0% |
| 6M | +27.6% | +63.4% | -35.8% | +14.2% |
| YTD | +32.3% | +152.6% | -120.3% | +4.7% |
| 1Y | +20.1% | +87.4% | -67.2% | +1.9% |
| 3Y | +0.6% | +63.3% | -62.6% | -25.9% |
| All | +0.6% | +59.0% | -58.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling