+32.1%
SWKS vs PEGA
+101.4%
-69.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.3% |
| 7D | -6.2% | -4.5% | -1.6% | -4.8% |
| 30D | -1.5% | -5.7% | +4.2% | -0.1% |
| 3M | +23.0% | +2.6% | +20.4% | +20.3% |
| 6M | +27.6% | -10.6% | +38.2% | +28.3% |
| YTD | +32.3% | -45.5% | +77.8% | +54.3% |
| 1Y | +20.1% | -44.8% | +64.9% | +39.2% |
| 3Y | +0.6% | +45.5% | -44.9% | -28.4% |
| 5Y | -42.3% | -45.3% | +3.0% | -38.7% |
| All | +32.1% | +101.4% | -69.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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