+46.9%
PM vs SWK
+87.6%
-40.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | +1.4% |
| 7D | +4.3% | +17.9% | -13.6% | +4.1% |
| 30D | +11.5% | +31.9% | -20.5% | +11.4% |
| 3M | +13.0% | +16.6% | -3.5% | +13.0% |
| 6M | +25.9% | +61.1% | -35.2% | +25.7% |
| YTD | +34.0% | +64.2% | -30.2% | +33.5% |
| 1Y | +46.9% | +85.2% | -38.3% | +44.3% |
| All | +46.9% | +87.6% | -40.7% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling