-3.5%
SWKS vs PENG
+644.0%
-647.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -3.1% | -16.1% | +12.9% | +0.4% |
| 30D | +8.3% | -41.5% | +49.8% | +22.5% |
| 3M | +20.2% | -19.1% | +39.3% | +22.0% |
| 6M | +24.9% | +0.9% | +24.0% | +12.8% |
| YTD | +33.2% | +128.2% | -95.1% | -7.9% |
| 1Y | +23.6% | +98.6% | -75.0% | -11.2% |
| 3Y | +1.3% | +188.2% | -186.9% | -38.9% |
| 5Y | -40.6% | +55.5% | -96.1% | -60.5% |
| All | -3.5% | +644.0% | -647.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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