-49.3%
SWKS vs PCOR
-30.9%
-18.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +4.9% |
| 7D | +12.5% | -9.0% | +21.5% | +15.8% |
| 30D | +10.5% | +4.2% | +6.3% | +8.5% |
| 3M | -7.4% | +14.4% | -21.8% | -12.5% |
| 6M | +32.7% | +0.2% | +32.5% | +28.6% |
| YTD | +19.2% | -20.3% | +39.4% | +24.4% |
| 1Y | +2.4% | -16.1% | +18.5% | +4.0% |
| 3Y | -25.6% | -14.7% | -10.9% | -27.8% |
| 5Y | -53.4% | -43.2% | -10.3% | -56.1% |
| All | -49.3% | -30.9% | -18.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling