+35.3%
SWKS vs PEG
+159.1%
-123.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -4.3% |
| 30D | +8.3% | +3.3% | +5.0% | +6.7% |
| 3M | +20.2% | +1.1% | +19.2% | +19.5% |
| 6M | +24.9% | -1.4% | +26.4% | +25.1% |
| YTD | +33.2% | -4.6% | +37.7% | +34.7% |
| 1Y | +23.6% | -7.2% | +30.8% | +26.6% |
| 3Y | +1.3% | +33.7% | -32.5% | -15.1% |
| 5Y | -40.6% | +40.8% | -81.4% | -52.4% |
| 10Y | +35.3% | +162.8% | -127.5% | -18.2% |
| All | +35.3% | +159.1% | -123.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling