-44.3%
SWKS vs PCOR
-21.0%
-23.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +19.7% | -22.6% | -8.9% |
| 7D | -4.9% | +21.8% | -26.8% | -11.4% |
| 30D | -1.2% | +39.5% | -40.7% | -11.9% |
| 3M | +24.2% | +35.2% | -11.1% | +10.1% |
| 6M | +21.5% | +21.7% | -0.3% | +9.9% |
| YTD | +33.5% | +3.9% | +29.6% | +26.2% |
| 1Y | +18.9% | +6.9% | +12.0% | +10.5% |
| 3Y | +0.4% | +44.8% | -44.4% | -20.1% |
| 5Y | -44.3% | -21.9% | -22.4% | -52.7% |
| All | -44.3% | -21.0% | -23.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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