+403.4%
SWKS vs PBF
+294.5%
+108.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -1.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | -1.2% | -13.7% | +12.5% | +0.7% |
| 3M | +24.2% | +10.6% | +13.5% | +21.4% |
| 6M | +21.5% | +61.2% | -39.7% | +11.2% |
| YTD | +33.5% | +172.7% | -139.2% | +10.6% |
| 1Y | +18.9% | +111.0% | -92.1% | +2.3% |
| 3Y | +0.4% | +73.6% | -73.2% | -14.3% |
| 5Y | -44.3% | +479.7% | -523.9% | -62.3% |
| 10Y | +37.1% | +312.9% | -275.8% | -18.3% |
| All | +403.4% | +294.5% | +108.8% | +183.9% |
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