+189.7%
SW vs PRU
+130.8%
+58.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.6% | -2.5% | +2.0% |
| 7D | +12.1% | +9.8% | +2.3% | +8.8% |
| 30D | +6.6% | +11.6% | -5.0% | +2.9% |
| 3M | -6.0% | +3.7% | -9.7% | -7.1% |
| 6M | +21.5% | +33.0% | -11.5% | +11.2% |
| YTD | +20.3% | +16.6% | +3.7% | +14.6% |
| 1Y | +28.1% | +26.9% | +1.2% | +19.0% |
| 3Y | +51.6% | +55.7% | -4.1% | +33.8% |
| 5Y | -0.1% | +44.5% | -44.6% | -11.2% |
| 10Y | +189.7% | +133.1% | +56.6% | +124.6% |
| All | +189.7% | +130.8% | +58.9% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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