+134.5%
PSA vs SWK
+21.9%
+112.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | +16.2% | +30.4% | -14.2% | +9.2% |
| 3M | +4.3% | +12.1% | -7.8% | +1.3% |
| 6M | +9.9% | +49.1% | -39.2% | -0.5% |
| YTD | +33.3% | +60.4% | -27.2% | +18.3% |
| 1Y | +25.8% | +78.3% | -52.5% | +8.9% |
| 3Y | +54.8% | +53.3% | +1.5% | +35.4% |
| 5Y | +27.5% | -27.0% | +54.5% | +26.9% |
| 10Y | +134.5% | +20.8% | +113.7% | +102.7% |
| All | +134.5% | +21.9% | +112.6% | +102.7% |
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