+191.7%
PH vs SWK
-25.4%
+217.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.9% |
| 7D | -3.9% | +11.3% | -15.1% | -8.6% |
| 30D | -9.4% | +28.1% | -37.5% | -19.1% |
| 3M | -10.3% | +12.6% | -22.9% | -15.5% |
| 6M | +2.7% | +51.7% | -49.0% | -15.6% |
| YTD | +2.1% | +60.0% | -57.8% | -18.7% |
| 1Y | +16.2% | +72.7% | -56.5% | -10.9% |
| 3Y | +129.3% | +46.3% | +83.0% | +80.1% |
| 5Y | +191.7% | -24.6% | +216.4% | +216.9% |
| All | +191.7% | -25.4% | +217.2% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling