+8,007.1%
SWKS vs PPL
+2,096.5%
+5,910.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +2.7% | +9.8% | +11.5% |
| 30D | +10.5% | +0.5% | +10.0% | +10.3% |
| 3M | -7.4% | +0.7% | -8.1% | -7.8% |
| 6M | +32.7% | -7.6% | +40.3% | +35.4% |
| YTD | +19.2% | +1.8% | +17.3% | +17.6% |
| 1Y | +2.4% | -0.8% | +3.1% | +1.7% |
| 3Y | -25.6% | +56.9% | -82.5% | -37.5% |
| 5Y | -53.4% | +39.5% | -92.9% | -59.3% |
| 10Y | +23.2% | +55.4% | -32.2% | +1.2% |
| All | +8,007.1% | +2,096.5% | +5,910.7% | +4,825.3% |
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