+23.5%
SWKS vs PR
+169.5%
-146.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +12.5% | +2.9% | +9.6% | +12.2% |
| 30D | +10.5% | +18.0% | -7.5% | +8.6% |
| 3M | -7.4% | +16.9% | -24.3% | -9.1% |
| 6M | +32.7% | +28.2% | +4.5% | +28.9% |
| YTD | +19.2% | +69.3% | -50.2% | +12.5% |
| 1Y | +2.4% | +69.5% | -67.1% | -3.5% |
| 3Y | -25.6% | +81.7% | -107.3% | -30.6% |
| 5Y | -53.4% | +422.2% | -475.7% | -60.4% |
| 10Y | +23.2% | +110.4% | -87.2% | +18.4% |
| All | +23.5% | +169.5% | -146.0% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling