-44.3%
SWKS vs PR
+239.6%
-283.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.2% |
| 7D | -4.9% | -12.1% | +7.2% | -1.7% |
| 30D | -1.2% | +0.9% | -2.1% | -1.6% |
| 3M | +24.2% | +10.1% | +14.0% | +20.5% |
| 6M | +21.5% | +1.1% | +20.4% | +20.2% |
| YTD | +33.5% | +63.7% | -30.2% | +14.9% |
| 1Y | +18.9% | +87.0% | -68.1% | -1.8% |
| 3Y | +0.4% | +70.7% | -70.4% | -16.7% |
| 5Y | -44.3% | +246.8% | -291.1% | -62.3% |
| All | -44.3% | +239.6% | -283.9% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling