-53.0%
SWKS vs PENG
+115.2%
-168.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +1.5% |
| 7D | +12.5% | +4.5% | +8.0% | +10.9% |
| 30D | +10.5% | -7.1% | +17.6% | +12.4% |
| 3M | -7.4% | -27.3% | +19.9% | -2.7% |
| 6M | +32.7% | +169.6% | -136.9% | -12.7% |
| YTD | +19.2% | +164.6% | -145.5% | -21.4% |
| 1Y | +2.4% | +109.5% | -107.1% | -28.0% |
| 3Y | -25.6% | +98.9% | -124.5% | -53.0% |
| All | -53.0% | +115.2% | -168.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling