+368.4%
PSX vs SWK
+2.4%
+366.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +4.5% | -0.4% | +5.0% | +4.7% |
| 30D | +26.6% | -5.7% | +32.3% | +29.3% |
| 3M | +39.3% | +24.1% | +15.2% | +26.2% |
| 6M | +56.8% | +24.7% | +32.1% | +39.7% |
| YTD | +101.8% | +33.9% | +67.9% | +73.3% |
| 1Y | +99.6% | +34.7% | +64.9% | +69.4% |
| 3Y | +140.3% | +15.3% | +125.1% | +109.0% |
| 5Y | +339.3% | -39.3% | +378.6% | +398.3% |
| All | +368.4% | +2.4% | +366.0% | +281.9% |
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