+229.6%
PM vs SWKS
+33.1%
+196.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | -5.2% | -6.2% | +0.9% | -4.6% |
| 30D | +2.7% | -1.5% | +4.2% | +2.8% |
| 3M | +5.2% | +23.0% | -17.7% | +2.5% |
| 6M | +17.0% | +27.6% | -10.6% | +12.7% |
| YTD | +25.5% | +32.3% | -6.8% | +19.8% |
| 1Y | +35.5% | +20.1% | +15.4% | +30.7% |
| 3Y | +143.9% | +0.6% | +143.3% | +131.1% |
| 5Y | +161.8% | -42.3% | +204.2% | +170.8% |
| All | +229.6% | +33.1% | +196.5% | +164.5% |
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