+117.4%
PM vs SWK
-38.7%
+156.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -4.9% | -0.4% | -4.4% | -4.9% |
| 30D | -3.4% | -5.7% | +2.3% | -3.0% |
| 3M | +5.2% | +24.1% | -18.9% | +3.6% |
| 6M | +3.7% | +24.7% | -21.0% | +1.9% |
| YTD | +15.8% | +33.9% | -18.2% | +13.1% |
| 1Y | +17.4% | +34.7% | -17.3% | +14.4% |
| 3Y | +116.9% | +15.3% | +101.7% | +112.6% |
| All | +117.4% | -38.7% | +156.1% | +130.7% |
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