+126.5%
PH vs SWK
+46.5%
+80.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.0% |
| 7D | -3.9% | +11.3% | -15.1% | -8.1% |
| 30D | -9.4% | +28.1% | -37.5% | -18.2% |
| 3M | -10.3% | +12.6% | -22.9% | -14.9% |
| 6M | +2.7% | +51.7% | -49.0% | -14.2% |
| YTD | +2.1% | +60.0% | -57.8% | -17.2% |
| 1Y | +16.2% | +72.7% | -56.5% | -9.0% |
| All | +126.5% | +46.5% | +80.0% | +79.2% |
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