+30.5%
SWKS vs PTC
+333.9%
-303.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -9.2% | -0.1% | -9.1% | -9.2% |
| 30D | -1.9% | +0.8% | -2.7% | -2.3% |
| 3M | +21.2% | +39.6% | -18.3% | -2.8% |
| 6M | +12.9% | +41.5% | -28.6% | -12.4% |
| YTD | +30.7% | +11.7% | +19.0% | +15.7% |
| 1Y | +14.1% | +2.4% | +11.7% | +6.2% |
| 3Y | -1.7% | +31.9% | -33.6% | -21.2% |
| 5Y | -43.0% | +54.5% | -97.5% | -58.6% |
| All | +30.5% | +333.9% | -303.3% | -46.7% |
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