+97.7%
PRU vs SWK
+18.1%
+79.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | +8.9% | +25.5% | -16.6% | -3.2% |
| 3M | +0.2% | +11.8% | -11.6% | -5.8% |
| 6M | +23.7% | +48.7% | -25.0% | -0.7% |
| YTD | +13.7% | +57.2% | -43.4% | -13.1% |
| 1Y | +20.6% | +75.3% | -54.6% | -13.3% |
| 3Y | +56.3% | +51.9% | +4.4% | +12.5% |
| 5Y | +42.3% | -30.7% | +73.1% | +59.7% |
| All | +97.7% | +18.1% | +79.6% | +45.9% |
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