-43.6%
SWKS vs PBF
+407.6%
-451.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | +0.2% |
| 7D | -6.2% | -13.8% | +7.6% | -4.1% |
| 30D | -1.5% | -19.6% | +18.1% | +1.4% |
| 3M | +23.0% | +10.3% | +12.7% | +20.4% |
| 6M | +27.6% | +63.4% | -35.8% | +16.5% |
| YTD | +32.3% | +152.6% | -120.3% | +10.4% |
| 1Y | +20.1% | +87.4% | -67.2% | +5.3% |
| 3Y | +0.6% | +63.3% | -62.6% | -16.7% |
| All | -43.6% | +407.6% | -451.2% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling