+800.4%
PRU vs SBAC
+1,801.6%
-1,001.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +2.7% | +6.9% | -4.2% | +1.2% |
| 3M | +19.5% | -8.2% | +27.7% | +21.4% |
| 6M | +26.6% | -1.6% | +28.3% | +25.8% |
| YTD | +12.3% | -0.1% | +12.5% | +10.9% |
| 1Y | +18.0% | -0.5% | +18.5% | +16.5% |
| 3Y | +47.0% | -9.1% | +56.1% | +45.8% |
| 5Y | +48.4% | -43.8% | +92.2% | +61.7% |
| 10Y | +142.4% | +80.5% | +61.9% | +101.7% |
| All | +800.4% | +1,801.6% | -1,001.2% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling