+136.4%
PH vs SWK
+54.9%
+81.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +2.1% | +11.3% | -9.2% | -2.3% |
| 30D | +0.3% | +31.5% | -31.2% | -10.4% |
| 3M | -8.8% | +14.4% | -23.2% | -14.0% |
| 6M | +10.0% | +46.4% | -36.4% | -6.7% |
| YTD | +10.5% | +61.6% | -51.1% | -10.8% |
| 1Y | +15.5% | +78.7% | -63.2% | -10.7% |
| All | +136.4% | +54.9% | +81.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling