+33.8%
SWKS vs PPG
+30.3%
+3.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.4% |
| 7D | +10.9% | -0.2% | +11.0% | +10.9% |
| 30D | +17.6% | +17.7% | -0.1% | +10.7% |
| 3M | +29.2% | +7.4% | +21.8% | +25.5% |
| 6M | +37.0% | +16.4% | +20.5% | +30.4% |
| YTD | +44.9% | +22.4% | +22.6% | +30.2% |
| 1Y | +33.8% | +28.6% | +5.2% | +16.1% |
| All | +33.8% | +30.3% | +3.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling