+8,794.6%
SWKS vs PCAR
+12,836.9%
-4,042.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -9.2% | +2.2% | -11.4% | -10.3% |
| 30D | -1.9% | -4.4% | +2.5% | 0.0% |
| 3M | +21.2% | -21.4% | +42.6% | +36.2% |
| 6M | +12.9% | -7.3% | +20.2% | +16.6% |
| YTD | +30.7% | -3.8% | +34.5% | +31.8% |
| 1Y | +14.1% | +6.3% | +7.8% | +9.4% |
| 3Y | -1.7% | +34.4% | -36.1% | -16.8% |
| 5Y | -43.0% | +109.2% | -152.2% | -61.5% |
| 10Y | +34.3% | +312.9% | -278.6% | -35.1% |
| All | +8,794.6% | +12,836.9% | -4,042.2% | +1,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling