+30.0%
PSA vs SWK
-23.3%
+53.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +1.5% | +10.7% | -9.2% | -1.1% |
| 30D | +16.7% | +33.3% | -16.7% | +8.7% |
| 3M | +4.0% | +14.7% | -10.6% | +0.4% |
| 6M | +10.9% | +48.5% | -37.7% | 0.0% |
| YTD | +34.2% | +63.9% | -29.7% | +17.9% |
| 1Y | +26.6% | +80.4% | -53.8% | +8.6% |
| 3Y | +54.7% | +58.1% | -3.4% | +33.6% |
| 5Y | +30.0% | -24.5% | +54.5% | +24.7% |
| All | +30.0% | -23.3% | +53.3% | +24.7% |
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 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