+42.3%
SWKS vs PSLV
+194.1%
-151.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | +6.8% | +3.3% | +3.5% | +6.0% |
| 30D | +11.3% | +2.1% | +9.1% | +10.6% |
| 3M | +4.1% | +7.1% | -3.1% | +2.3% |
| 6M | +39.7% | -21.6% | +61.2% | +45.2% |
| YTD | +23.2% | -6.7% | +29.9% | +18.0% |
| 1Y | +5.3% | +59.3% | -54.0% | -13.8% |
| 3Y | -15.1% | +182.1% | -197.2% | -41.8% |
| 5Y | -50.3% | +162.6% | -212.9% | -65.9% |
| 10Y | +42.3% | +203.0% | -160.7% | -14.7% |
| All | +42.3% | +194.1% | -151.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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