-0.6%
SWKS vs PPL
+56.9%
-57.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.1% |
| 7D | -9.2% | +1.0% | -10.2% | -9.2% |
| 30D | -1.9% | +6.8% | -8.7% | -2.0% |
| 3M | +21.2% | +3.9% | +17.4% | +21.2% |
| 6M | +12.9% | -2.0% | +14.9% | +13.2% |
| YTD | +30.7% | +5.3% | +25.5% | +29.4% |
| 1Y | +14.1% | +2.2% | +11.9% | +13.4% |
| All | -0.6% | +56.9% | -57.5% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling