+43.5%
PRU vs SCCO
+355.0%
-311.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | -2.6% | +6.4% | -9.0% | -4.2% |
| 3M | +14.7% | +21.6% | -6.9% | +8.8% |
| 6M | +25.7% | +13.4% | +12.3% | +20.1% |
| YTD | +8.3% | +52.6% | -44.4% | -5.7% |
| 1Y | +17.3% | +122.4% | -105.1% | -8.9% |
| 3Y | +43.2% | +208.5% | -165.3% | -4.3% |
| 5Y | +43.5% | +353.9% | -310.4% | -20.8% |
| All | +43.5% | +355.0% | -311.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling