We consider a point-to-point system with simultaneous wireless information and power transfer (SWIPT) over a block fading channel. Each transmission block consists of a training phase and a data transmission phase. Pilot symbols are transmitted during the training phase for channel estimation at the receiver. To enable SWIPT, the receiver adopts a power-splitting design, such that a portion of the received signal is used for channel estimation or data detection, while the remaining is used for energy harvesting. We optimally design the power-splitting ratios for both training and data phases to achieve the best ergodic capacity performance while maintaining a required energy harvesting rate. Our result shows how a power-splitting receiver can make the best use of the received pilot and data signals to obtain the optimal SWIPT performance.