-25.2%
SWKS vs PENG
+101.4%
-126.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +1.9% |
| 7D | +12.5% | +4.5% | +8.0% | +11.2% |
| 30D | +10.5% | -7.1% | +17.6% | +12.1% |
| 3M | -7.4% | -27.3% | +19.9% | -3.2% |
| 6M | +32.7% | +169.6% | -136.9% | -6.5% |
| YTD | +19.2% | +164.6% | -145.5% | -15.9% |
| 1Y | +2.4% | +109.5% | -107.1% | -23.8% |
| All | -25.2% | +101.4% | -126.6% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling