+145.2%
PRU vs SWK
+2.4%
+142.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +2.7% | -5.7% | +8.4% | +5.6% |
| 3M | +19.5% | +24.1% | -4.6% | +5.6% |
| 6M | +26.6% | +24.7% | +1.9% | +10.4% |
| YTD | +12.3% | +33.9% | -21.6% | -6.5% |
| 1Y | +18.0% | +34.7% | -16.6% | -3.2% |
| 3Y | +47.0% | +15.3% | +31.7% | +22.9% |
| 5Y | +48.4% | -39.3% | +87.7% | +76.9% |
| All | +145.2% | +2.4% | +142.8% | +93.9% |
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