-25.2%
SWKS vs PTC
-3.9%
-21.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.6% | +6.5% |
| 7D | +12.5% | -10.3% | +22.8% | +18.3% |
| 30D | +10.5% | +1.1% | +9.4% | +8.8% |
| 3M | -7.4% | +1.6% | -9.0% | -9.9% |
| 6M | +32.7% | -13.5% | +46.1% | +43.4% |
| YTD | +19.2% | -19.1% | +38.2% | +34.5% |
| 1Y | +2.4% | -33.9% | +36.3% | +35.2% |
| All | -25.2% | -3.9% | -21.4% | -28.9% |
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