-43.0%
SWKS vs PENG
+31.0%
-74.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +21.0% | +4.7% |
| 7D | -9.2% | -36.7% | +27.5% | +2.3% |
| 30D | -1.9% | -42.0% | +40.1% | +11.5% |
| 3M | +21.2% | -33.2% | +54.4% | +30.4% |
| 6M | +12.9% | +2.1% | +10.8% | -1.9% |
| YTD | +30.7% | +90.3% | -59.5% | -10.1% |
| 1Y | +14.1% | +67.7% | -53.5% | -18.4% |
| 3Y | -1.7% | +154.2% | -155.9% | -44.9% |
| 5Y | -43.0% | +28.3% | -71.3% | -64.6% |
| All | -43.0% | +31.0% | -74.0% | -64.6% |
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