-1.6%
SW vs PRU
+38.4%
-40.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.2% |
| 7D | +4.7% | +4.8% | -0.1% | +2.1% |
| 30D | +5.0% | +7.9% | -2.9% | +0.9% |
| 3M | -7.3% | +3.1% | -10.4% | -8.9% |
| 6M | +15.0% | +25.2% | -10.2% | +2.4% |
| YTD | +18.5% | +12.7% | +5.8% | +11.0% |
| 1Y | +27.1% | +23.5% | +3.7% | +13.9% |
| 3Y | +49.3% | +50.6% | -1.3% | +23.6% |
| 5Y | -1.6% | +40.9% | -42.5% | -20.5% |
| All | -1.6% | +38.4% | -40.0% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling