+139.6%
PRU vs SBAC
+76.8%
+62.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -0.4% | +3.2% | -3.7% | -1.3% |
| 3M | +16.4% | -5.1% | +21.5% | +17.7% |
| 6M | +26.0% | -2.1% | +28.1% | +25.3% |
| YTD | +9.9% | -0.5% | +10.4% | +8.4% |
| 1Y | +18.8% | +1.1% | +17.6% | +16.4% |
| 3Y | +45.4% | -7.4% | +52.8% | +42.5% |
| 5Y | +45.6% | -44.3% | +89.9% | +66.4% |
| 10Y | +139.6% | +77.6% | +62.1% | +128.6% |
| All | +139.6% | +76.8% | +62.8% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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