+160.1%
PM vs SWK
-26.0%
+186.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -7.1% | -2.3% | -4.8% | -6.9% |
| 30D | -2.8% | +30.4% | -33.2% | -4.4% |
| 3M | +6.3% | +12.1% | -5.8% | +5.6% |
| 6M | +9.6% | +49.1% | -39.4% | +6.9% |
| YTD | +25.6% | +60.4% | -34.9% | +21.5% |
| 1Y | +29.7% | +78.3% | -48.7% | +24.4% |
| 3Y | +147.6% | +53.3% | +94.3% | +136.2% |
| 5Y | +160.1% | -27.0% | +187.1% | +170.7% |
| All | +160.1% | -26.0% | +186.1% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling