+20.1%
SWKS vs PCAR
+3.7%
+16.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.2% |
| 7D | -6.2% | +0.1% | -6.2% | -6.3% |
| 30D | -1.5% | -4.6% | +3.1% | +0.3% |
| 3M | +23.0% | -22.6% | +45.5% | +38.0% |
| 6M | +27.6% | -12.0% | +39.6% | +35.7% |
| YTD | +32.3% | -6.1% | +38.4% | +32.9% |
| 1Y | +20.1% | +6.3% | +13.8% | +11.0% |
| All | +20.1% | +3.7% | +16.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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