+37.0%
PRU vs SBAC
-40.3%
+77.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | +6.1% | +11.2% | -5.1% | +4.1% |
| 3M | -0.7% | +4.5% | -5.2% | -1.6% |
| 6M | +22.1% | -12.2% | +34.2% | +24.4% |
| YTD | +9.8% | -0.1% | +9.9% | +8.8% |
| 1Y | +19.4% | -0.3% | +19.6% | +18.2% |
| 3Y | +50.4% | -8.7% | +59.1% | +49.0% |
| All | +37.0% | -40.3% | +77.3% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling