+25.9%
SWKS vs PPL
+54.8%
-28.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +2.7% | +9.8% | +11.3% |
| 30D | +10.5% | +0.5% | +10.0% | +10.3% |
| 3M | -7.4% | +0.7% | -8.1% | -8.0% |
| 6M | +32.7% | -7.6% | +40.3% | +36.2% |
| YTD | +19.2% | +1.8% | +17.3% | +16.9% |
| 1Y | +2.4% | -0.8% | +3.1% | +1.3% |
| 3Y | -25.6% | +56.9% | -82.5% | -42.3% |
| 5Y | -53.4% | +39.5% | -92.9% | -61.9% |
| All | +25.9% | +54.8% | -28.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling