+32.1%
SWKS vs PTC
+334.9%
-302.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -6.2% | -0.2% | -5.9% | -6.0% |
| 30D | -1.5% | +0.8% | -2.2% | -1.9% |
| 3M | +23.0% | +32.1% | -9.1% | +1.9% |
| 6M | +27.6% | +42.6% | -15.0% | -1.5% |
| YTD | +32.3% | +12.0% | +20.3% | +17.0% |
| 1Y | +20.1% | +12.2% | +8.0% | +6.0% |
| 3Y | +0.6% | +31.2% | -30.6% | -19.1% |
| 5Y | -42.3% | +54.9% | -97.2% | -58.2% |
| All | +32.1% | +334.9% | -302.8% | -46.2% |
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