+145.5%
PRU vs SAN
+347.3%
-201.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +1.9% | +1.8% | +0.1% | +0.9% |
| 30D | +2.7% | +2.0% | +0.7% | +1.6% |
| 3M | +19.5% | +19.7% | -0.3% | +7.3% |
| 6M | +26.6% | +30.6% | -4.0% | +7.2% |
| YTD | +12.3% | +28.8% | -16.5% | -5.2% |
| 1Y | +18.0% | +57.8% | -39.7% | -11.9% |
| 3Y | +47.0% | +338.1% | -291.1% | -43.6% |
| 5Y | +48.4% | +384.2% | -335.8% | -49.6% |
| All | +145.5% | +347.3% | -201.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling