+0.6%
SWKS vs PRU
+46.4%
-45.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.7% |
| 7D | -6.2% | +2.4% | -8.6% | -7.9% |
| 30D | -1.5% | +6.1% | -7.6% | -5.6% |
| 3M | +23.0% | -0.7% | +23.7% | +22.7% |
| 6M | +27.6% | +22.1% | +5.5% | +11.0% |
| YTD | +32.3% | +9.8% | +22.5% | +23.0% |
| 1Y | +20.1% | +19.4% | +0.8% | +4.9% |
| 3Y | +0.6% | +50.4% | -49.7% | -32.6% |
| All | +0.6% | +46.4% | -45.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling