+25.9%
SWKS vs PFG
+244.0%
-218.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.3% |
| 7D | +12.5% | +5.5% | +7.0% | +9.1% |
| 30D | +10.5% | +2.4% | +8.1% | +8.8% |
| 3M | -7.4% | +13.6% | -21.0% | -14.1% |
| 6M | +32.7% | +27.9% | +4.8% | +15.3% |
| YTD | +19.2% | +35.6% | -16.4% | +0.2% |
| 1Y | +2.4% | +48.5% | -46.1% | -18.1% |
| 3Y | -25.6% | +66.9% | -92.5% | -44.0% |
| 5Y | -53.4% | +111.0% | -164.4% | -69.0% |
| All | +25.9% | +244.0% | -218.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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