+117.8%
PRU vs SWK
+30.0%
+87.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.0% |
| 7D | +4.8% | +11.3% | -6.5% | -0.9% |
| 30D | +7.9% | +28.1% | -20.2% | -5.1% |
| 3M | +3.1% | +12.6% | -9.5% | -3.5% |
| 6M | +25.2% | +51.7% | -26.5% | -0.7% |
| YTD | +12.7% | +60.0% | -47.2% | -14.6% |
| 1Y | +23.5% | +72.7% | -49.2% | -10.6% |
| 3Y | +50.6% | +46.3% | +4.3% | +11.0% |
| 5Y | +40.9% | -24.6% | +65.5% | +49.3% |
| All | +117.8% | +30.0% | +87.7% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling