+192.1%
PM vs SWKS
+23.7%
+168.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.3% |
| 7D | -4.9% | +12.5% | -17.4% | -6.1% |
| 30D | -3.4% | +10.5% | -13.9% | -4.5% |
| 3M | +5.2% | -7.4% | +12.6% | +5.6% |
| 6M | +3.7% | +32.7% | -29.0% | -0.7% |
| YTD | +15.8% | +19.2% | -3.4% | +12.1% |
| 1Y | +17.4% | +2.4% | +15.0% | +15.3% |
| 3Y | +116.9% | -25.6% | +142.5% | +116.8% |
| 5Y | +117.3% | -53.4% | +170.7% | +133.7% |
| All | +192.1% | +23.7% | +168.4% | +129.9% |
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