-16.4%
SWKS vs PBR
+98.1%
-114.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.1% |
| 7D | +11.8% | +2.5% | +9.4% | +11.3% |
| 30D | +6.7% | +19.4% | -12.6% | +3.0% |
| 3M | 0.0% | +20.8% | -20.8% | -4.2% |
| 6M | +38.7% | +23.5% | +15.2% | +31.4% |
| YTD | +21.4% | +83.4% | -62.0% | +2.5% |
| 1Y | +2.9% | +77.6% | -74.7% | -12.7% |
| 3Y | -16.4% | +99.9% | -116.3% | -32.5% |
| All | -16.4% | +98.1% | -114.5% | -32.5% |
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