+235.6%
PM vs SWK
+30.0%
+205.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.1% |
| 7D | -3.4% | +11.3% | -14.6% | -5.4% |
| 30D | +5.8% | +28.1% | -22.3% | +0.8% |
| 3M | +6.7% | +12.6% | -5.9% | +4.0% |
| 6M | +19.9% | +51.7% | -31.8% | +9.9% |
| YTD | +27.8% | +60.0% | -32.2% | +15.1% |
| 1Y | +39.4% | +72.7% | -33.3% | +23.4% |
| 3Y | +146.9% | +46.3% | +100.6% | +117.2% |
| 5Y | +166.6% | -24.6% | +191.3% | +177.3% |
| All | +235.6% | +30.0% | +205.6% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling