+349.3%
SWKS vs PBF
+303.9%
+45.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | -7.4% | +74.5% | -81.9% | -16.0% |
| 6M | +32.7% | +67.7% | -35.0% | +20.2% |
| YTD | +19.2% | +179.2% | -160.0% | -1.3% |
| 1Y | +2.4% | +170.0% | -167.6% | -15.5% |
| 3Y | -25.6% | +66.4% | -92.0% | -36.0% |
| 5Y | -53.4% | +764.5% | -817.9% | -70.6% |
| 10Y | +23.2% | +358.5% | -335.4% | -28.4% |
| All | +349.3% | +303.9% | +45.5% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling