+16.2%
PH vs SWK
+82.9%
-66.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | -3.9% | +11.3% | -15.1% | -6.8% |
| 30D | -9.4% | +28.1% | -37.5% | -16.3% |
| 3M | -10.3% | +12.6% | -22.9% | -13.5% |
| 6M | +2.7% | +51.7% | -49.0% | -11.8% |
| YTD | +2.1% | +60.0% | -57.8% | -14.4% |
| 1Y | +16.2% | +72.7% | -56.5% | -3.5% |
| All | +16.2% | +82.9% | -66.7% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling