+283.2%
PSX vs SWK
-23.3%
+306.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +2.4% |
| 7D | -8.0% | +10.7% | -18.7% | -10.1% |
| 30D | -9.0% | +33.3% | -42.4% | -14.7% |
| 3M | +24.7% | +14.7% | +10.1% | +20.8% |
| 6M | +49.3% | +48.5% | +0.8% | +35.4% |
| YTD | +100.2% | +63.9% | +36.3% | +75.1% |
| 1Y | +88.8% | +80.4% | +8.4% | +60.6% |
| 3Y | +152.5% | +58.1% | +94.4% | +116.7% |
| 5Y | +283.2% | -24.5% | +307.7% | +257.2% |
| All | +283.2% | -23.3% | +306.5% | +257.2% |
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 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