+32.8%
PM vs SWK
+74.4%
-41.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | -3.2% | +25.5% | -28.7% | -3.3% |
| 3M | +6.2% | +11.8% | -5.6% | +6.3% |
| 6M | +7.7% | +48.7% | -41.0% | +7.8% |
| YTD | +27.3% | +57.2% | -29.9% | +26.6% |
| 1Y | +32.8% | +75.3% | -42.5% | +30.6% |
| All | +32.8% | +74.4% | -41.6% | +30.6% |
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 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