+329.7%
SWKS vs PFG
+1,015.3%
-685.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.1% |
| 7D | +12.5% | +5.5% | +7.0% | +10.0% |
| 30D | +10.5% | +2.4% | +8.1% | +9.3% |
| 3M | -7.4% | +13.6% | -21.0% | -12.3% |
| 6M | +32.7% | +27.9% | +4.8% | +19.9% |
| YTD | +19.2% | +35.6% | -16.4% | +5.1% |
| 1Y | +2.4% | +48.5% | -46.1% | -12.9% |
| 3Y | -25.6% | +66.9% | -92.5% | -39.2% |
| 5Y | -53.4% | +111.0% | -164.4% | -65.3% |
| 10Y | +23.2% | +244.5% | -221.3% | -27.4% |
| All | +329.7% | +1,015.3% | -685.6% | +20.5% |
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