+29.5%
SWK vs PSLV
+139.6%
-110.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.3% |
| 7D | +10.7% | +6.3% | +4.3% | +9.6% |
| 30D | +33.3% | -13.0% | +46.4% | +36.5% |
| 3M | +14.7% | -16.9% | +31.6% | +18.1% |
| 6M | +48.5% | -34.0% | +82.5% | +58.5% |
| YTD | +63.9% | -26.8% | +90.7% | +65.6% |
| 1Y | +80.4% | +7.7% | +72.8% | +67.4% |
| 3Y | +58.1% | +125.3% | -67.1% | +22.3% |
| 5Y | -24.5% | +103.8% | -128.3% | -41.2% |
| 10Y | +29.5% | +145.0% | -115.6% | -19.7% |
| All | +29.5% | +139.6% | -110.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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