+232.4%
PM vs SWK
+29.6%
+202.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +11.0% | -16.3% | -7.2% |
| 30D | +2.7% | +30.1% | -27.4% | -2.4% |
| 3M | +6.1% | +14.7% | -8.5% | +3.2% |
| 6M | +18.0% | +44.5% | -26.5% | +9.2% |
| YTD | +26.6% | +59.4% | -32.8% | +14.1% |
| 1Y | +36.7% | +77.5% | -40.8% | +20.3% |
| 3Y | +146.0% | +49.5% | +96.5% | +115.1% |
| 5Y | +164.1% | -24.9% | +189.0% | +174.9% |
| All | +232.4% | +29.6% | +202.8% | +209.8% |
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