-53.0%
SWKS vs PEGA
-46.5%
-6.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +12.5% | +3.3% | +9.2% | +11.7% |
| 30D | +10.5% | +17.7% | -7.3% | +6.5% |
| 3M | -7.4% | +5.8% | -13.2% | -9.3% |
| 6M | +32.7% | -20.3% | +52.9% | +37.7% |
| YTD | +19.2% | -37.1% | +56.3% | +29.8% |
| 1Y | +2.4% | -30.2% | +32.6% | +7.8% |
| 3Y | -25.6% | +48.1% | -73.7% | -39.2% |
| All | -53.0% | -46.5% | -6.6% | -49.8% |
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 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