+32.1%
SWKS vs PR
+66.0%
-33.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -6.2% | -16.4% | +10.3% | -4.4% |
| 30D | -1.5% | -1.9% | +0.4% | -1.4% |
| 3M | +23.0% | +8.0% | +15.0% | +21.9% |
| 6M | +27.6% | +4.1% | +23.5% | +26.7% |
| YTD | +32.3% | +58.7% | -26.4% | +25.6% |
| 1Y | +20.1% | +75.8% | -55.7% | +12.7% |
| 3Y | +0.6% | +73.2% | -72.5% | -5.8% |
| 5Y | -42.3% | +230.1% | -272.5% | -49.5% |
| All | +32.1% | +66.0% | -33.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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