+391.0%
SWKS vs PRU
+840.8%
-449.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.6% | -9.5% | -5.5% |
| 7D | -4.9% | +9.8% | -14.7% | -8.5% |
| 30D | -1.2% | +11.6% | -12.8% | -5.6% |
| 3M | +24.2% | +3.7% | +20.5% | +21.9% |
| 6M | +21.5% | +33.0% | -11.5% | +8.1% |
| YTD | +33.5% | +16.6% | +16.9% | +24.5% |
| 1Y | +18.9% | +26.9% | -8.0% | +7.3% |
| 3Y | +0.4% | +55.7% | -55.3% | -16.2% |
| 5Y | -44.3% | +44.5% | -88.8% | -52.2% |
| 10Y | +37.1% | +133.1% | -96.0% | -6.3% |
| All | +391.0% | +840.8% | -449.8% | +17.3% |
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