+695.9%
PH vs SWK
+18.1%
+677.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +4.3% | -1.4% | +5.7% | +5.2% |
| 30D | +0.1% | +25.5% | -25.3% | -13.2% |
| 3M | -9.4% | +11.8% | -21.2% | -16.3% |
| 6M | +8.8% | +48.7% | -39.9% | -15.8% |
| YTD | +9.6% | +57.2% | -47.6% | -19.0% |
| 1Y | +14.4% | +75.3% | -60.8% | -21.0% |
| 3Y | +134.5% | +51.9% | +82.6% | +63.4% |
| 5Y | +204.4% | -30.7% | +235.2% | +245.5% |
| All | +695.9% | +18.1% | +677.7% | +466.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling