+357.1%
PSX vs SWK
+21.9%
+335.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | -8.1% | +30.4% | -38.5% | -17.6% |
| 3M | +15.9% | +12.1% | +3.8% | +9.8% |
| 6M | +49.4% | +49.1% | +0.3% | +24.8% |
| YTD | +104.7% | +60.4% | +44.2% | +62.6% |
| 1Y | +89.1% | +78.3% | +10.8% | +43.1% |
| 3Y | +151.7% | +53.3% | +98.4% | +94.1% |
| 5Y | +298.3% | -27.0% | +325.3% | +318.3% |
| 10Y | +357.1% | +20.8% | +336.2% | +251.0% |
| All | +357.1% | +21.9% | +335.2% | +251.0% |
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