+32.4%
SWKS vs PEG
+155.4%
-123.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | -0.7% |
| 7D | -2.7% | +0.9% | -3.6% | -3.2% |
| 30D | +8.5% | +3.8% | +4.7% | +6.6% |
| 3M | +17.3% | +0.1% | +17.2% | +17.1% |
| 6M | +25.1% | -1.0% | +26.1% | +25.0% |
| YTD | +33.3% | -4.1% | +37.5% | +34.6% |
| 1Y | +22.9% | -6.9% | +29.8% | +25.7% |
| 3Y | +5.5% | +35.6% | -30.1% | -12.1% |
| 5Y | -41.9% | +42.8% | -84.7% | -53.8% |
| 10Y | +32.4% | +160.2% | -127.8% | -20.6% |
| All | +32.4% | +155.4% | -123.0% | -20.6% |
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