+747.9%
PH vs SWK
+29.6%
+718.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.1% |
| 7D | +2.0% | +11.0% | -9.0% | -4.8% |
| 30D | -3.7% | +30.1% | -33.7% | -18.2% |
| 3M | -14.0% | +14.7% | -28.7% | -21.8% |
| 6M | +2.1% | +44.5% | -42.4% | -19.6% |
| YTD | +5.1% | +59.4% | -54.3% | -23.0% |
| 1Y | +10.9% | +77.5% | -66.6% | -24.0% |
| 3Y | +132.9% | +49.5% | +83.5% | +64.2% |
| 5Y | +200.1% | -24.9% | +225.0% | +221.2% |
| All | +747.9% | +29.6% | +718.4% | +477.5% |
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