+54.4%
PRU vs SWK
+46.5%
+7.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.5% |
| 7D | +4.8% | +11.3% | -6.5% | +1.4% |
| 30D | +7.9% | +28.1% | -20.2% | +0.1% |
| 3M | +3.1% | +12.6% | -9.5% | -0.8% |
| 6M | +25.2% | +51.7% | -26.5% | +9.4% |
| YTD | +12.7% | +60.0% | -47.2% | -4.2% |
| 1Y | +23.5% | +72.7% | -49.2% | +2.0% |
| All | +54.4% | +46.5% | +7.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling