-36.5%
SWKS vs PBF
+419.4%
-456.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +9.4% | +6.5% | +3.0% | +8.4% |
| 30D | +17.0% | -20.0% | +37.0% | +20.6% |
| 3M | +28.9% | -3.3% | +32.3% | +28.9% |
| 6M | +33.1% | +76.8% | -43.7% | +20.1% |
| YTD | +44.8% | +168.9% | -124.2% | +19.8% |
| 1Y | +36.2% | +96.4% | -60.1% | +18.7% |
| 3Y | +11.5% | +77.2% | -65.7% | -8.7% |
| All | -36.5% | +419.4% | -456.0% | -55.8% |
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