+8,007.1%
SWKS vs PCAR
+15,337.6%
-7,330.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.4% |
| 7D | +12.5% | -0.5% | +13.0% | +12.7% |
| 30D | +10.5% | -6.2% | +16.7% | +14.0% |
| 3M | -7.4% | +5.9% | -13.3% | -10.1% |
| 6M | +32.7% | +0.4% | +32.3% | +31.7% |
| YTD | +19.2% | +14.8% | +4.3% | +10.3% |
| 1Y | +2.4% | +30.1% | -27.7% | -11.3% |
| 3Y | -25.6% | +66.7% | -92.3% | -43.3% |
| 5Y | -53.4% | +166.1% | -219.6% | -72.0% |
| 10Y | +23.2% | +353.7% | -330.5% | -43.2% |
| All | +8,007.1% | +15,337.6% | -7,330.4% | +979.0% |
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 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