+229.6%
PM vs SWK
+29.6%
+200.0%
-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 | +5.2% | +14.7% | -9.4% | +2.3% |
| 6M | +17.0% | +44.5% | -27.5% | +8.3% |
| YTD | +25.5% | +59.4% | -33.9% | +13.1% |
| 1Y | +35.5% | +77.5% | -42.0% | +19.3% |
| 3Y | +143.9% | +49.5% | +94.5% | +113.3% |
| 5Y | +161.8% | -24.9% | +186.7% | +172.5% |
| All | +229.6% | +29.6% | +200.0% | +207.2% |
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