+1.5%
SWKS vs PR
+69.4%
-67.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -0.5% |
| 7D | -4.9% | -12.1% | +7.2% | -0.5% |
| 30D | -1.2% | +0.9% | -2.1% | -1.9% |
| 3M | +24.2% | +10.1% | +14.0% | +19.1% |
| 6M | +21.5% | +1.1% | +20.4% | +20.0% |
| YTD | +33.5% | +63.7% | -30.2% | +6.1% |
| 1Y | +18.9% | +87.0% | -68.1% | -11.6% |
| All | +1.5% | +69.4% | -67.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling