+50.8%
SWKS vs PTC
+312.5%
-261.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +9.4% | +0.5% | +9.0% | +9.2% |
| 30D | +17.0% | +1.2% | +15.8% | +16.3% |
| 3M | +28.9% | +27.4% | +1.6% | +9.2% |
| 6M | +33.1% | +39.2% | -6.1% | +4.7% |
| YTD | +44.8% | +12.5% | +32.3% | +27.7% |
| 1Y | +36.2% | +12.3% | +23.9% | +20.2% |
| 3Y | +11.5% | +28.8% | -17.3% | -9.4% |
| 5Y | -37.1% | +60.9% | -97.9% | -55.3% |
| All | +50.8% | +312.5% | -261.6% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling