+50.8%
SWKS vs PGR
+835.3%
-784.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +3.5% | +5.9% | +8.4% |
| 30D | +17.0% | +10.5% | +6.5% | +13.8% |
| 3M | +28.9% | +12.9% | +16.0% | +24.4% |
| 6M | +33.1% | +20.4% | +12.7% | +24.7% |
| YTD | +44.8% | +10.3% | +34.5% | +39.0% |
| 1Y | +36.2% | +12.5% | +23.7% | +29.8% |
| 3Y | +11.5% | +59.3% | -47.8% | -9.8% |
| 5Y | -37.1% | +173.9% | -210.9% | -61.7% |
| All | +50.8% | +835.3% | -784.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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