+135.5%
SWK vs PSLV
+117.0%
+18.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -5.7% | +7.3% | -13.0% | -6.6% |
| 3M | +24.1% | -7.4% | +31.5% | +24.9% |
| 6M | +24.7% | -20.3% | +45.0% | +27.5% |
| YTD | +33.9% | -8.2% | +42.2% | +32.2% |
| 1Y | +34.7% | +57.9% | -23.3% | +23.0% |
| 3Y | +15.3% | +162.1% | -146.8% | -2.1% |
| 5Y | -39.3% | +151.2% | -190.4% | -48.6% |
| 10Y | +2.5% | +191.7% | -189.2% | -17.7% |
| All | +135.5% | +117.0% | +18.5% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling