+338.3%
SWKS vs PRU
+806.6%
-468.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +12.5% | +1.9% | +10.6% | +11.7% |
| 30D | +10.5% | +2.7% | +7.8% | +9.3% |
| 3M | -7.4% | +19.5% | -26.9% | -13.8% |
| 6M | +32.7% | +26.6% | +6.0% | +20.5% |
| YTD | +19.2% | +12.3% | +6.8% | +13.1% |
| 1Y | +2.4% | +18.0% | -15.7% | -4.8% |
| 3Y | -25.6% | +47.0% | -72.6% | -36.3% |
| 5Y | -53.4% | +48.4% | -101.9% | -60.3% |
| 10Y | +23.2% | +142.4% | -119.3% | -16.6% |
| All | +338.3% | +806.6% | -468.3% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling