-43.6%
SWKS vs PPG
-16.6%
-27.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | -6.2% | +2.4% | -8.5% | -8.1% |
| 30D | -1.5% | +16.5% | -17.9% | -11.5% |
| 3M | +23.0% | +5.1% | +17.9% | +18.0% |
| 6M | +27.6% | +11.1% | +16.5% | +17.2% |
| YTD | +32.3% | +21.7% | +10.7% | +11.3% |
| 1Y | +20.1% | +32.0% | -11.8% | -5.1% |
| 3Y | +0.6% | +2.8% | -2.1% | -6.1% |
| All | -43.6% | -16.6% | -27.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling