+5.3%
SWKS vs PPG
-0.7%
+5.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.5% |
| 7D | +6.8% | -3.7% | +10.5% | +8.4% |
| 30D | +11.3% | -7.2% | +18.5% | +14.5% |
| 3M | +4.1% | -7.3% | +11.4% | +7.3% |
| 6M | +39.7% | +0.3% | +39.4% | +39.6% |
| YTD | +23.2% | +6.5% | +16.7% | +17.1% |
| 1Y | +5.3% | +0.5% | +4.7% | +5.3% |
| All | +5.3% | -0.7% | +5.9% | +5.3% |
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