+8,981.9%
SWKS vs PPL
+2,153.2%
+6,828.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.9% | +1.8% | -6.7% | -5.5% |
| 30D | -1.2% | +8.4% | -9.6% | -3.8% |
| 3M | +24.2% | +2.4% | +21.8% | +23.0% |
| 6M | +21.5% | -4.0% | +25.4% | +22.5% |
| YTD | +33.5% | +4.5% | +29.0% | +30.5% |
| 1Y | +18.9% | +1.7% | +17.2% | +17.1% |
| 3Y | +0.4% | +55.5% | -55.1% | -15.3% |
| 5Y | -44.3% | +47.0% | -91.3% | -52.3% |
| 10Y | +37.1% | +62.4% | -25.2% | +10.9% |
| All | +8,981.9% | +2,153.2% | +6,828.7% | +5,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling