-53.0%
SWKS vs PRU
+48.6%
-101.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | +12.5% | +1.9% | +10.6% | +11.1% |
| 30D | +10.5% | +2.7% | +7.8% | +8.4% |
| 3M | -7.4% | +19.5% | -26.9% | -17.9% |
| 6M | +32.7% | +26.6% | +6.0% | +12.7% |
| YTD | +19.2% | +12.3% | +6.8% | +9.2% |
| 1Y | +2.4% | +18.0% | -15.7% | -9.7% |
| 3Y | -25.6% | +47.0% | -72.6% | -44.4% |
| All | -53.0% | +48.6% | -101.6% | -64.8% |
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