+281.3%
P vs SWK
-38.7%
+320.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +6.5% | -0.4% | +7.0% | +6.7% |
| 30D | +18.8% | -5.7% | +24.6% | +21.4% |
| 3M | +26.7% | +24.1% | +2.7% | +17.0% |
| 6M | +62.2% | +24.7% | +37.5% | +48.4% |
| YTD | +48.5% | +33.9% | +14.6% | +31.7% |
| 1Y | +26.4% | +34.7% | -8.3% | +11.1% |
| 3Y | +159.4% | +15.3% | +144.1% | +129.1% |
| All | +281.3% | -38.7% | +320.0% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 5y: compounded portfolio wealth divided by compounded SWK 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…
5y analysis · Full analysis span regression · 6 months rolling