+15,986.8%
PSA vs SWK
+1,542.3%
+14,444.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +7.4% | +11.3% | -3.9% | +4.0% |
| 30D | +19.1% | +28.1% | -9.0% | +10.8% |
| 3M | +5.1% | +12.6% | -7.5% | +1.2% |
| 6M | +16.2% | +51.7% | -35.5% | +2.2% |
| YTD | +35.2% | +60.0% | -24.8% | +16.6% |
| 1Y | +27.1% | +72.7% | -45.5% | +7.1% |
| 3Y | +51.7% | +46.3% | +5.4% | +29.7% |
| 5Y | +31.8% | -24.6% | +56.4% | +31.6% |
| 10Y | +148.0% | +32.2% | +115.7% | +91.4% |
| All | +15,986.8% | +1,542.3% | +14,444.5% | +7,203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling