+46.0%
SWKS vs PFG
+189.4%
-143.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.5% |
| 7D | +5.7% | -2.2% | +7.9% | +6.8% |
| 30D | +17.3% | +6.4% | +11.0% | +13.3% |
| 3M | +28.3% | +2.2% | +26.0% | +26.1% |
| 6M | +26.1% | +16.3% | +9.8% | +15.0% |
| YTD | +41.1% | +33.2% | +7.8% | +19.4% |
| 1Y | +31.4% | +40.6% | -9.2% | +8.0% |
| 3Y | +7.3% | +83.3% | -76.1% | -23.1% |
| 5Y | -37.7% | +97.7% | -135.4% | -57.2% |
| 10Y | +46.0% | +189.9% | -143.8% | -22.7% |
| All | +46.0% | +189.4% | -143.3% | -22.7% |
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