-53.0%
SWKS vs PBF
+772.7%
-825.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +12.5% | +4.3% | +8.2% | +11.8% |
| 30D | +10.5% | +22.0% | -11.5% | +7.1% |
| 3M | -7.4% | +74.5% | -81.9% | -15.6% |
| 6M | +32.7% | +67.7% | -35.0% | +20.7% |
| YTD | +19.2% | +179.2% | -160.0% | -1.0% |
| 1Y | +2.4% | +170.0% | -167.6% | -15.3% |
| 3Y | -25.6% | +66.4% | -92.0% | -38.1% |
| All | -53.0% | +772.7% | -825.7% | -67.8% |
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