-41.9%
SWKS vs PBF
+407.7%
-449.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.3% |
| 7D | -2.7% | -7.4% | +4.6% | -1.7% |
| 30D | +8.5% | -17.5% | +26.0% | +11.3% |
| 3M | +17.3% | +13.1% | +4.2% | +14.4% |
| 6M | +25.1% | +72.6% | -47.5% | +13.2% |
| YTD | +33.3% | +161.2% | -127.8% | +10.7% |
| 1Y | +22.9% | +93.3% | -70.4% | +7.2% |
| 3Y | +5.5% | +80.7% | -75.1% | -13.8% |
| 5Y | -41.9% | +396.1% | -438.0% | -59.5% |
| All | -41.9% | +407.7% | -449.6% | -59.5% |
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