-16.4%
SWKS vs PSLV
+175.1%
-191.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.9% |
| 7D | +11.8% | +2.7% | +9.2% | +11.4% |
| 30D | +6.7% | +3.5% | +3.3% | +6.1% |
| 3M | 0.0% | +0.3% | -0.3% | -0.4% |
| 6M | +38.7% | -21.0% | +59.7% | +41.6% |
| YTD | +21.4% | -8.9% | +30.3% | +16.0% |
| 1Y | +2.9% | +54.0% | -51.1% | -13.8% |
| 3Y | -16.4% | +175.4% | -191.9% | -37.3% |
| All | -16.4% | +175.1% | -191.5% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling