-41.9%
SWKS vs PEGA
-47.0%
+5.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.6% |
| 7D | -2.7% | -10.0% | +7.2% | -0.7% |
| 30D | +8.5% | -12.7% | +21.2% | +11.3% |
| 3M | +17.3% | -4.6% | +21.9% | +17.3% |
| 6M | +25.1% | -13.1% | +38.2% | +26.4% |
| YTD | +33.3% | -47.6% | +80.9% | +49.8% |
| 1Y | +22.9% | -47.0% | +69.9% | +37.5% |
| 3Y | +5.5% | +42.0% | -36.5% | -14.5% |
| 5Y | -41.9% | -47.8% | +5.9% | -38.2% |
| All | -41.9% | -47.0% | +5.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling