+134.7%
PRU vs SCCO
+1,108.1%
-973.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +3.5% |
| 7D | -3.8% | -2.7% | -1.1% | -3.1% |
| 30D | -2.0% | -0.2% | -1.8% | -2.7% |
| 3M | +14.0% | +17.8% | -3.8% | +4.9% |
| 6M | +27.2% | +2.3% | +25.0% | +21.7% |
| YTD | +9.1% | +41.6% | -32.5% | -11.4% |
| 1Y | +18.1% | +101.9% | -83.8% | -19.2% |
| 3Y | +44.3% | +186.2% | -141.9% | -22.4% |
| 5Y | +45.7% | +309.7% | -264.0% | -39.5% |
| All | +134.7% | +1,108.1% | -973.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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