+2.4%
SWKS vs PTC
-33.3%
+35.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.6% | +4.2% |
| 7D | +12.5% | -10.3% | +22.8% | +13.9% |
| 30D | +10.5% | +1.1% | +9.4% | +9.9% |
| 3M | -7.4% | +1.6% | -9.0% | -6.4% |
| 6M | +32.7% | -13.5% | +46.1% | +44.3% |
| YTD | +19.2% | -19.1% | +38.2% | +34.6% |
| 1Y | +2.4% | -33.9% | +36.3% | +37.5% |
| All | +2.4% | -33.3% | +35.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling