+0.6%
SWKS vs PTC
+32.2%
-31.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -6.2% | -0.2% | -5.9% | -6.1% |
| 30D | -1.5% | +0.8% | -2.2% | -1.7% |
| 3M | +23.0% | +32.1% | -9.1% | +10.1% |
| 6M | +27.6% | +42.6% | -15.0% | +7.7% |
| YTD | +32.3% | +12.0% | +20.3% | +32.1% |
| 1Y | +20.1% | +12.2% | +8.0% | +19.5% |
| 3Y | +0.6% | +31.2% | -30.6% | -23.6% |
| All | +0.6% | +32.2% | -31.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling