-36.5%
SWKS vs PEG
+43.5%
-80.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +9.4% | +4.5% | +4.9% | +7.8% |
| 30D | +17.0% | +7.5% | +9.4% | +14.1% |
| 3M | +28.9% | +0.8% | +28.1% | +28.5% |
| 6M | +33.1% | 0.0% | +33.1% | +32.7% |
| YTD | +44.8% | -3.0% | +47.8% | +45.2% |
| 1Y | +36.2% | -4.7% | +41.0% | +37.5% |
| 3Y | +11.5% | +36.5% | -25.0% | -4.3% |
| All | -36.5% | +43.5% | -80.0% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling