+62.4%
PYPL vs SWK
+45.7%
+16.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | +3.5% | +11.3% | -7.7% | -1.4% |
| 30D | +8.0% | +28.1% | -20.1% | -3.4% |
| 3M | +2.0% | +12.6% | -10.6% | -3.6% |
| 6M | +27.6% | +51.7% | -24.2% | +4.9% |
| YTD | +1.9% | +60.0% | -58.1% | -20.0% |
| 1Y | -12.4% | +72.7% | -85.1% | -33.8% |
| 3Y | +6.3% | +46.3% | -40.0% | -16.5% |
| 5Y | -73.6% | -24.6% | -49.0% | -72.9% |
| 10Y | +45.8% | +32.2% | +13.5% | +0.9% |
| All | +62.4% | +45.7% | +16.7% | +6.4% |
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