+31.4%
SWKS vs PEGA
-47.0%
+78.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.0% |
| 7D | +5.7% | -8.6% | +14.3% | +5.5% |
| 30D | +17.3% | -10.1% | +27.4% | +17.0% |
| 3M | +28.3% | -4.7% | +33.0% | +27.5% |
| 6M | +26.1% | -8.0% | +34.0% | +25.4% |
| YTD | +41.1% | -47.1% | +88.2% | +47.6% |
| 1Y | +31.4% | -47.5% | +78.9% | +37.7% |
| All | +31.4% | -47.0% | +78.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling