+852.8%
PM vs SWK
+306.2%
+546.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.0% |
| 7D | -3.4% | +11.3% | -14.6% | -5.9% |
| 30D | +5.8% | +28.1% | -22.3% | -0.4% |
| 3M | +6.7% | +12.6% | -5.9% | +3.3% |
| 6M | +19.9% | +51.7% | -31.8% | +7.4% |
| YTD | +27.8% | +60.0% | -32.2% | +12.1% |
| 1Y | +39.4% | +72.7% | -33.3% | +19.7% |
| 3Y | +146.9% | +46.3% | +100.6% | +110.2% |
| 5Y | +166.6% | -24.6% | +191.3% | +167.4% |
| 10Y | +242.1% | +32.2% | +209.8% | +168.3% |
| All | +852.8% | +306.2% | +546.7% | +379.7% |
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 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