-70.4%
PYPL vs SWK
-23.3%
-47.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | +0.2% |
| 7D | +2.2% | +10.7% | -8.5% | -2.4% |
| 30D | +8.1% | +33.3% | -25.2% | -4.6% |
| 3M | +1.9% | +14.7% | -12.8% | -4.3% |
| 6M | +33.1% | +48.5% | -15.4% | +10.9% |
| YTD | +3.8% | +63.9% | -60.1% | -19.4% |
| 1Y | -8.3% | +80.4% | -88.7% | -32.2% |
| 3Y | +11.9% | +58.1% | -46.3% | -15.8% |
| 5Y | -70.4% | -24.5% | -46.0% | -68.6% |
| All | -70.4% | -23.3% | -47.2% | -68.6% |
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 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