-5.3%
SWKS vs PENG
+520.3%
-525.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +21.0% | +4.4% |
| 7D | -9.2% | -36.7% | +27.5% | +1.8% |
| 30D | -1.9% | -42.0% | +40.1% | +10.9% |
| 3M | +21.2% | -33.2% | +54.4% | +30.3% |
| 6M | +12.9% | +2.1% | +10.8% | +0.9% |
| YTD | +30.7% | +90.3% | -59.5% | -4.5% |
| 1Y | +14.1% | +67.7% | -53.5% | -13.7% |
| 3Y | -1.7% | +154.2% | -155.9% | -38.4% |
| 5Y | -43.0% | +28.3% | -71.3% | -59.9% |
| All | -5.3% | +520.3% | -525.6% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling