+371.5%
SWKS vs PFG
+978.4%
-606.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.6% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | -1.9% | +2.8% | -4.8% | -3.1% |
| 3M | +21.2% | -1.0% | +22.2% | +21.3% |
| 6M | +12.9% | +13.6% | -0.7% | +6.7% |
| YTD | +30.7% | +31.1% | -0.3% | +16.7% |
| 1Y | +14.1% | +43.8% | -29.7% | -1.7% |
| 3Y | -1.7% | +75.0% | -76.7% | -21.1% |
| 5Y | -43.0% | +95.2% | -138.2% | -56.3% |
| 10Y | +34.3% | +207.5% | -173.2% | -17.6% |
| All | +371.5% | +978.4% | -606.9% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling