+147.8%
SW vs PRU
+142.7%
+5.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -5.1% | +1.9% | -7.0% | -5.7% |
| 30D | -4.6% | +2.7% | -7.3% | -5.4% |
| 3M | +9.4% | +19.5% | -10.1% | +3.6% |
| 6M | +3.5% | +26.6% | -23.1% | -3.6% |
| YTD | +22.0% | +12.3% | +9.7% | +17.6% |
| 1Y | +2.2% | +18.0% | -15.8% | -2.9% |
| 3Y | +19.6% | +47.0% | -27.4% | +7.4% |
| 5Y | -2.3% | +48.4% | -50.8% | -13.3% |
| All | +147.8% | +142.7% | +5.1% | +119.6% |
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