+107.3%
PR vs SWK
+2.4%
+104.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +2.9% | -0.4% | +3.4% | +3.0% |
| 30D | +18.0% | -5.7% | +23.8% | +20.5% |
| 3M | +16.9% | +24.1% | -7.2% | +5.3% |
| 6M | +28.2% | +24.7% | +3.5% | +13.4% |
| YTD | +69.3% | +33.9% | +35.4% | +44.3% |
| 1Y | +69.5% | +34.7% | +34.8% | +42.4% |
| 3Y | +81.7% | +15.3% | +66.4% | +56.2% |
| 5Y | +422.2% | -39.3% | +461.5% | +483.4% |
| All | +107.3% | +2.4% | +104.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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