+48.5%
PRU vs SWK
-38.7%
+87.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +2.7% | -5.7% | +8.4% | +4.6% |
| 3M | +19.5% | +24.1% | -4.6% | +10.2% |
| 6M | +26.6% | +24.7% | +1.9% | +16.0% |
| YTD | +12.3% | +33.9% | -21.6% | -0.3% |
| 1Y | +18.0% | +34.7% | -16.6% | +3.9% |
| 3Y | +47.0% | +15.3% | +31.7% | +31.6% |
| All | +48.5% | -38.7% | +87.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling