+15.1%
PSA vs SWK
-38.7%
+53.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -3.7% | -0.4% | -3.2% | -3.6% |
| 30D | -7.7% | -5.7% | -2.0% | -6.5% |
| 3M | -0.6% | +24.1% | -24.7% | -6.1% |
| 6M | -0.9% | +24.7% | -25.6% | -6.8% |
| YTD | +18.7% | +33.9% | -15.3% | +9.7% |
| 1Y | +7.6% | +34.7% | -27.0% | -0.9% |
| 3Y | +23.7% | +15.3% | +8.4% | +14.9% |
| All | +15.1% | -38.7% | +53.8% | +12.8% |
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