+779.9%
PRU vs SAN
+405.0%
+374.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.2% |
| 7D | +2.4% | +4.9% | -2.5% | -0.5% |
| 30D | +6.1% | -13.0% | +19.1% | +15.2% |
| 3M | -0.7% | -18.9% | +18.1% | +12.2% |
| 6M | +22.1% | -4.1% | +26.2% | +23.1% |
| YTD | +9.8% | +2.6% | +7.2% | +3.8% |
| 1Y | +19.4% | +16.9% | +2.4% | +3.6% |
| 3Y | +50.4% | +239.1% | -188.7% | -37.4% |
| 5Y | +37.2% | +266.8% | -229.7% | -49.0% |
| 10Y | +119.5% | +246.0% | -126.5% | -20.6% |
| All | +779.9% | +405.0% | +374.8% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling