+8,902.0%
SWKS vs PNC
+3,789.2%
+5,112.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -6.2% | -1.1% | -5.1% | -5.8% |
| 30D | -1.5% | +4.5% | -6.0% | -3.4% |
| 3M | +23.0% | -10.0% | +33.0% | +28.6% |
| 6M | +27.6% | +3.1% | +24.5% | +25.3% |
| YTD | +32.3% | +11.5% | +20.8% | +25.3% |
| 1Y | +20.1% | +27.3% | -7.1% | +7.4% |
| 3Y | +0.6% | +106.4% | -105.7% | -27.1% |
| 5Y | -42.3% | +31.1% | -73.4% | -49.8% |
| 10Y | +35.9% | +231.3% | -195.4% | -22.2% |
| All | +8,902.0% | +3,789.2% | +5,112.8% | +1,815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling