+166.6%
PM vs SWKS
-44.4%
+211.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.6% | -4.6% |
| 7D | -3.4% | -9.2% | +5.8% | -3.4% |
| 30D | +5.8% | -1.9% | +7.7% | +5.8% |
| 3M | +6.7% | +21.2% | -14.6% | +6.7% |
| 6M | +19.9% | +12.9% | +7.0% | +19.8% |
| YTD | +27.8% | +30.7% | -2.9% | +27.5% |
| 1Y | +39.4% | +14.1% | +25.3% | +39.1% |
| 3Y | +146.9% | -1.7% | +148.6% | +141.7% |
| 5Y | +166.6% | -43.0% | +209.6% | +157.5% |
| All | +166.6% | -44.4% | +211.0% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling