+250.9%
PM vs SWKS
+31.8%
+219.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.6% | -3.1% | -3.5% | -6.3% |
| 30D | -3.4% | +8.3% | -11.8% | -4.3% |
| 3M | +5.3% | +20.2% | -14.9% | +2.9% |
| 6M | +15.5% | +24.9% | -9.4% | +11.6% |
| YTD | +24.3% | +33.2% | -8.9% | +18.5% |
| 1Y | +29.7% | +23.6% | +6.1% | +24.7% |
| 3Y | +144.9% | +1.3% | +143.7% | +132.0% |
| 5Y | +159.0% | -40.6% | +199.6% | +166.4% |
| 10Y | +250.9% | +35.3% | +215.6% | +184.8% |
| All | +250.9% | +31.8% | +219.1% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling