+834.4%
PRU vs SWK
+408.1%
+426.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +13.1% | -6.5% | -2.3% |
| 7D | +9.8% | +17.9% | -8.1% | -2.3% |
| 30D | +11.6% | +31.9% | -20.4% | -8.0% |
| 3M | +3.7% | +16.6% | -12.9% | -7.5% |
| 6M | +33.0% | +61.1% | -28.2% | -6.8% |
| YTD | +16.6% | +64.2% | -47.6% | -21.6% |
| 1Y | +26.9% | +85.2% | -58.3% | -22.1% |
| 3Y | +55.7% | +50.2% | +5.5% | -0.5% |
| 5Y | +44.5% | -22.8% | +67.3% | +39.0% |
| 10Y | +133.1% | +35.8% | +97.4% | +27.4% |
| All | +834.4% | +408.1% | +426.3% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling