+106.1%
PRU vs SAN
+267.2%
-161.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.8% | -1.0% |
| 7D | +3.2% | +8.7% | -5.6% | -1.5% |
| 30D | +7.9% | -6.5% | +14.4% | +11.6% |
| 3M | +1.8% | -14.2% | +16.0% | +10.1% |
| 6M | +24.1% | +2.7% | +21.4% | +20.3% |
| YTD | +12.4% | +8.9% | +3.5% | +3.3% |
| 1Y | +20.9% | +23.4% | -2.5% | +3.1% |
| 3Y | +55.5% | +257.9% | -202.5% | -33.8% |
| 5Y | +42.7% | +297.8% | -255.1% | -46.3% |
| 10Y | +106.1% | +259.6% | -153.4% | -20.4% |
| All | +106.1% | +267.2% | -161.1% | -20.4% |
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