-53.0%
SWKS vs PBR
+502.9%
-555.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | +12.5% | +8.6% | +3.9% | +11.3% |
| 30D | +10.5% | +12.8% | -2.3% | +8.7% |
| 3M | -7.4% | +14.7% | -22.1% | -9.3% |
| 6M | +32.7% | +25.2% | +7.5% | +28.0% |
| YTD | +19.2% | +77.1% | -58.0% | +8.9% |
| 1Y | +2.4% | +69.6% | -67.2% | -6.0% |
| 3Y | -25.6% | +95.6% | -121.2% | -33.2% |
| All | -53.0% | +502.9% | -555.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling