+50.1%
PYPL vs SWK
+21.9%
+28.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -1.2% | -2.3% | +1.1% | -0.2% |
| 30D | +6.1% | +30.4% | -24.3% | -5.6% |
| 3M | +1.1% | +12.1% | -11.1% | -4.2% |
| 6M | +32.7% | +49.1% | -16.3% | +10.3% |
| YTD | +2.8% | +60.4% | -57.7% | -19.2% |
| 1Y | -10.8% | +78.3% | -89.1% | -33.3% |
| 3Y | +9.8% | +53.3% | -43.5% | -15.4% |
| 5Y | -70.2% | -27.0% | -43.3% | -69.1% |
| 10Y | +50.1% | +20.8% | +29.2% | +11.8% |
| All | +50.1% | +21.9% | +28.2% | +11.8% |
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