+27.1%
SW vs PRU
+22.3%
+4.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.7% |
| 7D | +4.7% | +4.8% | -0.1% | +1.4% |
| 30D | +5.0% | +7.9% | -2.9% | -0.2% |
| 3M | -7.3% | +3.1% | -10.4% | -9.5% |
| 6M | +15.0% | +25.2% | -10.2% | -0.7% |
| YTD | +18.5% | +12.7% | +5.8% | +7.4% |
| 1Y | +27.1% | +23.5% | +3.7% | +6.4% |
| All | +27.1% | +22.3% | +4.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling