+18.0%
PRU vs SARO
-7.4%
+25.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +2.7% | -20.0% | +22.7% | +7.1% |
| 3M | +19.5% | -2.9% | +22.4% | +19.3% |
| 6M | +26.6% | -17.7% | +44.3% | +30.7% |
| YTD | +12.3% | -13.5% | +25.8% | +14.5% |
| 1Y | +18.0% | -9.7% | +27.8% | +18.0% |
| All | +18.0% | -7.4% | +25.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling