+0.8%
SWK vs PSLV
+183.8%
-183.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +0.1% | +2.7% | -2.5% | -0.3% |
| 30D | -8.9% | +3.5% | -12.4% | -9.6% |
| 3M | +20.5% | +0.3% | +20.2% | +20.1% |
| 6M | +27.1% | -21.0% | +48.1% | +31.2% |
| YTD | +30.2% | -8.9% | +39.1% | +26.8% |
| 1Y | +24.8% | +54.0% | -29.2% | +7.7% |
| 3Y | +16.3% | +175.4% | -159.2% | -12.9% |
| 5Y | -40.1% | +157.7% | -197.8% | -55.2% |
| 10Y | +0.8% | +184.9% | -184.1% | -38.1% |
| All | +0.8% | +183.8% | -183.0% | -38.1% |
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