-41.9%
SWKS vs PBR
+469.5%
-511.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.7% | -13.3% | +10.5% | -0.9% |
| 30D | +8.5% | -27.5% | +36.0% | +13.0% |
| 3M | +17.3% | +5.2% | +12.1% | +16.0% |
| 6M | +25.1% | -6.4% | +31.5% | +25.4% |
| YTD | +33.3% | +61.6% | -28.2% | +22.4% |
| 1Y | +22.9% | +48.9% | -26.0% | +14.2% |
| 3Y | +5.5% | +70.0% | -64.5% | -4.4% |
| 5Y | -41.9% | +469.0% | -510.9% | -53.3% |
| All | -41.9% | +469.5% | -511.4% | -53.3% |
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