+112.0%
PRU vs SWK
+29.6%
+82.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.4% |
| 7D | +2.4% | +11.0% | -8.6% | -3.1% |
| 30D | +6.1% | +30.1% | -23.9% | -7.3% |
| 3M | -0.7% | +14.7% | -15.4% | -7.9% |
| 6M | +22.1% | +44.5% | -22.4% | -0.6% |
| YTD | +9.8% | +59.4% | -49.6% | -16.7% |
| 1Y | +19.4% | +77.5% | -58.2% | -14.8% |
| 3Y | +50.4% | +49.5% | +0.9% | +9.4% |
| 5Y | +37.2% | -24.9% | +62.1% | +45.6% |
| All | +112.0% | +29.6% | +82.5% | +48.2% |
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