+52.7%
SWKS vs PGR
+819.0%
-766.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.7% |
| 7D | +17.5% | -3.4% | +21.0% | +18.6% |
| 30D | +23.0% | +1.8% | +21.2% | +22.2% |
| 3M | +19.5% | +5.9% | +13.6% | +16.6% |
| 6M | +54.3% | +4.6% | +49.7% | +50.6% |
| YTD | +35.3% | +1.1% | +34.2% | +33.2% |
| 1Y | +17.9% | -6.6% | +24.4% | +18.5% |
| 3Y | -6.8% | +74.2% | -81.0% | -28.2% |
| 5Y | -45.4% | +159.5% | -204.9% | -66.3% |
| All | +52.7% | +819.0% | -766.4% | -29.4% |
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