-50.3%
SWKS vs PGR
+155.8%
-206.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +6.8% | -2.7% | +9.5% | +7.0% |
| 30D | +11.3% | +0.7% | +10.5% | +11.2% |
| 3M | +4.1% | +7.7% | -3.7% | +3.0% |
| 6M | +39.7% | +4.3% | +35.4% | +38.6% |
| YTD | +23.2% | +0.7% | +22.5% | +22.7% |
| 1Y | +5.3% | -5.7% | +10.9% | +5.7% |
| 3Y | -15.1% | +73.7% | -88.8% | -24.6% |
| 5Y | -50.3% | +158.4% | -208.7% | -60.8% |
| All | -50.3% | +155.8% | -206.1% | -60.8% |
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