+5.5%
SWKS vs PFG
+84.7%
-79.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | -1.8% |
| 7D | -2.7% | +2.3% | -5.0% | -4.4% |
| 30D | +8.5% | +7.6% | +0.9% | +3.0% |
| 3M | +17.3% | +2.5% | +14.8% | +14.7% |
| 6M | +25.1% | +16.6% | +8.5% | +10.3% |
| YTD | +33.3% | +34.1% | -0.7% | +5.1% |
| 1Y | +22.9% | +44.1% | -21.2% | -8.6% |
| 3Y | +5.5% | +86.3% | -80.7% | -39.2% |
| All | +5.5% | +84.7% | -79.2% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling