+56.3%
PRU vs SBAC
-6.5%
+62.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +3.6% | +0.6% | +3.0% | +3.6% |
| 30D | +8.9% | +5.5% | +3.4% | +8.4% |
| 3M | +0.2% | +3.1% | -2.9% | -0.1% |
| 6M | +23.7% | -7.0% | +30.8% | +24.0% |
| YTD | +13.7% | +0.5% | +13.2% | +13.5% |
| 1Y | +20.6% | +0.2% | +20.4% | +20.4% |
| 3Y | +56.3% | -7.4% | +63.7% | +57.2% |
| All | +56.3% | -6.5% | +62.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling