-14.1%
SWKS vs PBR
+97.2%
-111.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.7% |
| 3M | +4.1% | +20.9% | -16.8% | -0.3% |
| 6M | +39.7% | +20.2% | +19.4% | +33.2% |
| YTD | +23.2% | +84.3% | -61.1% | +4.0% |
| 1Y | +5.3% | +77.1% | -71.8% | -10.5% |
| All | -14.1% | +97.2% | -111.3% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling