+1,073.8%
PSX vs SWK
+121.1%
+952.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.3% | -3.9% |
| 7D | -9.7% | +11.3% | -21.0% | -14.0% |
| 30D | -8.4% | +28.1% | -36.5% | -17.6% |
| 3M | +22.6% | +12.6% | +10.0% | +15.7% |
| 6M | +38.8% | +51.7% | -12.9% | +14.3% |
| YTD | +95.5% | +60.0% | +35.5% | +54.5% |
| 1Y | +87.1% | +72.7% | +14.4% | +42.5% |
| 3Y | +133.5% | +46.3% | +87.2% | +82.7% |
| 5Y | +280.9% | -24.6% | +305.5% | +286.4% |
| 10Y | +356.6% | +32.2% | +324.3% | +226.5% |
| All | +1,073.8% | +121.1% | +952.8% | +516.7% |
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