+24.8%
PL vs SWK
-24.2%
+48.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +13.1% | -19.5% | -13.2% |
| 7D | -11.7% | +17.9% | -29.6% | -20.2% |
| 30D | -27.1% | +31.9% | -59.1% | -38.3% |
| 3M | -44.6% | +16.6% | -61.2% | -49.7% |
| 6M | -67.2% | +61.1% | -128.3% | -75.3% |
| YTD | -35.9% | +64.2% | -100.1% | -53.7% |
| 1Y | -0.4% | +85.2% | -85.6% | -33.3% |
| 3Y | +454.8% | +50.2% | +404.6% | +312.0% |
| 5Y | +24.8% | -22.8% | +47.6% | +21.1% |
| All | +24.8% | -24.2% | +48.9% | +21.1% |
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