+404.2%
PWR vs SWK
-23.3%
+427.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.8% | +6.5% | +8.6% |
| 7D | -4.8% | +10.7% | -15.5% | -7.9% |
| 30D | -16.2% | +33.3% | -49.6% | -23.5% |
| 3M | -11.9% | +14.7% | -26.6% | -16.0% |
| 6M | -20.6% | +48.5% | -69.1% | -30.2% |
| YTD | +40.3% | +63.9% | -23.6% | +18.9% |
| 1Y | +33.0% | +80.4% | -47.4% | +9.4% |
| 3Y | +250.0% | +58.1% | +191.9% | +188.8% |
| 5Y | +404.2% | -24.5% | +428.7% | +450.7% |
| All | +404.2% | -23.3% | +427.4% | +450.7% |
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 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