+246.8%
PR vs SWK
-24.2%
+271.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +13.1% | -19.6% | -10.2% |
| 7D | -12.1% | +17.9% | -30.0% | -16.7% |
| 30D | +0.9% | +31.9% | -31.0% | -7.7% |
| 3M | +10.1% | +16.6% | -6.4% | +4.3% |
| 6M | +1.1% | +61.1% | -60.0% | -15.2% |
| YTD | +63.7% | +64.2% | -0.6% | +34.2% |
| 1Y | +87.0% | +85.2% | +1.8% | +45.4% |
| 3Y | +70.7% | +50.2% | +20.6% | +36.9% |
| 5Y | +246.8% | -22.8% | +269.6% | +261.3% |
| All | +246.8% | -24.2% | +271.0% | +261.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling