+23.8%
SWKS vs PBR
+47.6%
-23.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.7% | -13.3% | +10.5% | -2.2% |
| 30D | +8.5% | -27.5% | +36.0% | +9.4% |
| 3M | +17.3% | +5.2% | +12.1% | +18.4% |
| 6M | +25.1% | -6.4% | +31.5% | +26.1% |
| YTD | +33.3% | +61.6% | -28.2% | +32.3% |
| All | +23.8% | +47.6% | -23.9% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling