-41.9%
SWKS vs PSLV
+103.1%
-144.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.4% |
| 7D | -2.7% | +6.3% | -9.1% | -3.7% |
| 30D | +8.5% | -13.0% | +21.5% | +10.7% |
| 3M | +17.3% | -16.9% | +34.2% | +20.3% |
| 6M | +25.1% | -34.0% | +59.1% | +32.3% |
| YTD | +33.3% | -26.8% | +60.2% | +32.1% |
| 1Y | +22.9% | +7.7% | +15.2% | +10.2% |
| 3Y | +5.5% | +125.3% | -119.7% | -21.9% |
| 5Y | -41.9% | +103.8% | -145.7% | -57.5% |
| All | -41.9% | +103.1% | -144.9% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling