+166.6%
PM vs SWK
-25.4%
+192.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.5% |
| 7D | -3.4% | +11.3% | -14.6% | -4.0% |
| 30D | +5.8% | +28.1% | -22.3% | +4.3% |
| 3M | +6.7% | +12.6% | -5.9% | +5.9% |
| 6M | +19.9% | +51.7% | -31.8% | +16.7% |
| YTD | +27.8% | +60.0% | -32.2% | +23.7% |
| 1Y | +39.4% | +72.7% | -33.3% | +34.1% |
| 3Y | +146.9% | +46.3% | +100.6% | +137.4% |
| 5Y | +166.6% | -24.6% | +191.3% | +175.4% |
| All | +166.6% | -25.4% | +192.1% | +175.4% |
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