+403.1%
PL vs SWK
+46.5%
+356.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -8.8% |
| 7D | -20.5% | +11.3% | -31.8% | -25.6% |
| 30D | -38.8% | +28.1% | -66.9% | -47.2% |
| 3M | -49.1% | +12.6% | -61.7% | -52.8% |
| 6M | -69.4% | +51.7% | -121.1% | -76.2% |
| YTD | -42.3% | +60.0% | -102.3% | -57.9% |
| 1Y | -14.2% | +72.7% | -86.9% | -40.6% |
| All | +403.1% | +46.5% | +356.6% | +258.4% |
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