+3,791.4%
SWKS vs PEGA
+1,076.4%
+2,715.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -9.2% | -1.6% | -7.6% | -8.9% |
| 30D | -1.9% | -3.0% | +1.1% | -1.6% |
| 3M | +21.2% | +5.8% | +15.4% | +19.3% |
| 6M | +12.9% | -8.8% | +21.7% | +13.0% |
| YTD | +30.7% | -43.5% | +74.3% | +40.9% |
| 1Y | +14.1% | -43.4% | +57.5% | +22.9% |
| 3Y | -1.7% | +48.6% | -50.3% | -14.2% |
| 5Y | -43.0% | -43.3% | +0.3% | -42.9% |
| 10Y | +34.3% | +109.7% | -75.4% | +9.4% |
| All | +3,791.4% | +1,076.4% | +2,715.0% | +1,856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling