+46.0%
SWKS vs PEGA
+94.5%
-48.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.1% |
| 7D | +5.7% | -8.6% | +14.3% | +8.7% |
| 30D | +17.3% | -10.1% | +27.4% | +20.9% |
| 3M | +28.3% | -4.7% | +33.0% | +28.4% |
| 6M | +26.1% | -8.0% | +34.0% | +25.5% |
| YTD | +41.1% | -47.1% | +88.2% | +66.1% |
| 1Y | +31.4% | -47.5% | +78.9% | +54.8% |
| 3Y | +7.3% | +40.2% | -33.0% | -22.9% |
| 5Y | -37.7% | -45.7% | +8.0% | -34.0% |
| 10Y | +46.0% | +85.1% | -39.0% | -17.3% |
| All | +46.0% | +94.5% | -48.4% | -17.3% |
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