+97.7%
PRU vs SCCO
+682.0%
-584.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.8% |
| 7D | +3.6% | -1.9% | +5.5% | +4.2% |
| 30D | +8.9% | -17.4% | +26.3% | +16.2% |
| 3M | +0.2% | -11.7% | +11.8% | +3.2% |
| 6M | +23.7% | -12.1% | +35.9% | +25.2% |
| YTD | +13.7% | +20.9% | -7.1% | -3.0% |
| 1Y | +20.6% | +31.3% | -10.7% | -1.0% |
| 3Y | +56.3% | +170.3% | -114.0% | -16.4% |
| 5Y | +42.3% | +240.8% | -198.5% | -37.0% |
| All | +97.7% | +682.0% | -584.2% | -48.6% |
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