+62.1%
PR vs SWK
+30.0%
+32.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -3.9% |
| 7D | -16.5% | +11.3% | -27.8% | -20.5% |
| 30D | -4.5% | +28.1% | -32.6% | -14.1% |
| 3M | +8.5% | +12.6% | -4.1% | +2.3% |
| 6M | -3.3% | +51.7% | -55.0% | -20.8% |
| YTD | +55.7% | +60.0% | -4.3% | +22.4% |
| 1Y | +82.0% | +72.7% | +9.4% | +37.6% |
| 3Y | +62.5% | +46.3% | +16.1% | +25.7% |
| 5Y | +223.9% | -24.6% | +248.5% | +228.7% |
| All | +62.1% | +30.0% | +32.0% | +88.3% |
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