+8,007.1%
SWKS vs PPG
+2,762.5%
+5,244.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.6% |
| 7D | +12.5% | -1.5% | +14.0% | +13.5% |
| 30D | +10.5% | -5.0% | +15.4% | +13.7% |
| 3M | -7.4% | +1.1% | -8.5% | -8.2% |
| 6M | +32.7% | -3.2% | +35.8% | +32.9% |
| YTD | +19.2% | +11.9% | +7.3% | +9.5% |
| 1Y | +2.4% | +5.3% | -2.9% | -2.7% |
| 3Y | -25.6% | -15.0% | -10.6% | -20.1% |
| 5Y | -53.4% | -19.6% | -33.8% | -49.0% |
| 10Y | +23.2% | +27.0% | -3.9% | +1.3% |
| All | +8,007.1% | +2,762.5% | +5,244.6% | +2,200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling