+45.1%
PYPL vs SWK
+29.6%
+15.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.9% | +11.0% | -7.1% | -0.9% |
| 30D | +7.8% | +30.1% | -22.2% | -4.0% |
| 3M | -0.7% | +14.7% | -15.3% | -6.8% |
| 6M | +28.8% | +44.5% | -15.7% | +8.5% |
| YTD | +2.4% | +59.4% | -57.0% | -19.2% |
| 1Y | -9.6% | +77.5% | -87.1% | -32.3% |
| 3Y | +9.7% | +49.5% | -39.8% | -14.4% |
| 5Y | -73.5% | -24.9% | -48.6% | -72.8% |
| All | +45.1% | +29.6% | +15.5% | +10.6% |
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