-25.2%
SWKS vs PSA
+23.9%
-49.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +12.5% | -3.7% | +16.2% | +14.3% |
| 30D | +10.5% | -7.7% | +18.2% | +14.5% |
| 3M | -7.4% | -0.6% | -6.8% | -8.0% |
| 6M | +32.7% | -0.9% | +33.6% | +31.5% |
| YTD | +19.2% | +18.7% | +0.5% | +6.8% |
| 1Y | +2.4% | +7.6% | -5.3% | -3.6% |
| All | -25.2% | +23.9% | -49.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling