+36.7%
PM vs SWKS
+15.3%
+21.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | -5.2% | -6.2% | +0.9% | -5.3% |
| 30D | +2.7% | -1.5% | +4.2% | +2.7% |
| 3M | +6.1% | +23.0% | -16.8% | +6.5% |
| 6M | +18.0% | +27.6% | -9.6% | +17.2% |
| YTD | +26.6% | +32.3% | -5.7% | +24.1% |
| 1Y | +36.7% | +20.1% | +16.6% | +32.9% |
| All | +36.7% | +15.3% | +21.4% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling