+82.0%
PR vs SWK
+82.9%
-0.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -5.4% |
| 7D | -16.5% | +11.3% | -27.8% | -14.1% |
| 30D | -4.5% | +28.1% | -32.6% | +1.1% |
| 3M | +8.5% | +12.6% | -4.1% | +12.2% |
| 6M | -3.3% | +51.7% | -55.0% | +5.1% |
| YTD | +55.7% | +60.0% | -4.3% | +73.1% |
| 1Y | +82.0% | +72.7% | +9.4% | +105.2% |
| All | +82.0% | +82.9% | -0.9% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling