+724.4%
PH vs SWK
+30.0%
+694.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.5% |
| 7D | -3.9% | +11.3% | -15.1% | -10.4% |
| 30D | -9.4% | +28.1% | -37.5% | -22.4% |
| 3M | -10.3% | +12.6% | -22.9% | -17.6% |
| 6M | +2.7% | +51.7% | -49.0% | -21.4% |
| YTD | +2.1% | +60.0% | -57.8% | -25.3% |
| 1Y | +16.2% | +72.7% | -56.5% | -19.2% |
| 3Y | +129.3% | +46.3% | +83.0% | +63.8% |
| 5Y | +191.7% | -24.6% | +216.4% | +211.7% |
| All | +724.4% | +30.0% | +694.3% | +460.3% |
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