+192.1%
PM vs SWK
+2.4%
+189.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -4.9% | -0.4% | -4.4% | -4.8% |
| 30D | -3.4% | -5.7% | +2.3% | -2.3% |
| 3M | +5.2% | +24.1% | -18.9% | +0.5% |
| 6M | +3.7% | +24.7% | -21.0% | -1.5% |
| YTD | +15.8% | +33.9% | -18.2% | +8.1% |
| 1Y | +17.4% | +34.7% | -17.3% | +8.8% |
| 3Y | +116.9% | +15.3% | +101.7% | +100.8% |
| 5Y | +117.3% | -39.3% | +156.6% | +137.1% |
| All | +192.1% | +2.4% | +189.7% | +165.8% |
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