-14.1%
SWKS vs PGR
+73.2%
-87.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.6% |
| 7D | +6.8% | -2.7% | +9.5% | +6.5% |
| 30D | +11.3% | +0.7% | +10.5% | +11.3% |
| 3M | +4.1% | +7.7% | -3.7% | +4.8% |
| 6M | +39.7% | +4.3% | +35.4% | +40.4% |
| YTD | +23.2% | +0.7% | +22.5% | +23.5% |
| 1Y | +5.3% | -5.7% | +10.9% | +5.5% |
| All | -14.1% | +73.2% | -87.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling