+28.7%
SWKS vs PSA
+100.3%
-71.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +12.5% | -3.7% | +16.2% | +14.2% |
| 30D | +10.5% | -7.7% | +18.2% | +14.1% |
| 3M | -7.4% | -0.6% | -6.8% | -7.8% |
| 6M | +32.7% | -0.9% | +33.6% | +31.9% |
| YTD | +19.2% | +18.7% | +0.5% | +9.4% |
| 1Y | +2.4% | +7.6% | -5.3% | -2.2% |
| 3Y | -25.6% | +23.7% | -49.3% | -33.7% |
| 5Y | -53.4% | +13.7% | -67.1% | -57.6% |
| All | +28.7% | +100.3% | -71.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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