+899.1%
PM vs SWK
+316.9%
+582.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | -1.5% |
| 7D | +4.3% | +17.9% | -13.6% | +0.1% |
| 30D | +11.5% | +31.9% | -20.5% | +4.1% |
| 3M | +13.0% | +16.6% | -3.5% | +8.6% |
| 6M | +25.9% | +61.1% | -35.2% | +11.2% |
| YTD | +34.0% | +64.2% | -30.2% | +16.8% |
| 1Y | +46.9% | +85.2% | -38.3% | +23.9% |
| 3Y | +158.9% | +50.2% | +108.7% | +119.0% |
| 5Y | +181.3% | -22.8% | +204.1% | +180.5% |
| 10Y | +258.7% | +35.8% | +222.9% | +179.5% |
| All | +899.1% | +316.9% | +582.2% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling