-37.0%
SWKS vs PGR
+174.0%
-211.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | +10.9% | +1.0% | +9.9% | +10.8% |
| 30D | +17.6% | +5.7% | +11.9% | +17.2% |
| 3M | +29.2% | +13.6% | +15.6% | +28.2% |
| 6M | +37.0% | +18.8% | +18.2% | +34.8% |
| YTD | +44.9% | +10.1% | +34.8% | +43.6% |
| 1Y | +33.8% | +13.0% | +20.8% | +32.2% |
| 3Y | +10.2% | +60.6% | -50.4% | +1.8% |
| 5Y | -37.0% | +173.5% | -210.5% | -49.5% |
| All | -37.0% | +174.0% | -211.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling