+42.3%
SWKS vs PBR
+648.5%
-606.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +11.3% | +17.5% | -6.3% | +7.2% |
| 3M | +4.1% | +20.9% | -16.8% | -0.9% |
| 6M | +39.7% | +20.2% | +19.4% | +32.7% |
| YTD | +23.2% | +84.3% | -61.1% | +5.4% |
| 1Y | +5.3% | +77.1% | -71.8% | -9.3% |
| 3Y | -15.1% | +100.8% | -115.9% | -30.0% |
| 5Y | -50.3% | +556.1% | -606.4% | -71.2% |
| 10Y | +42.3% | +676.1% | -633.7% | -29.7% |
| All | +42.3% | +648.5% | -606.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling