+112.0%
PRU vs SFM
+138.2%
-26.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.0% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | +6.1% | -24.8% | +30.9% | +9.6% |
| 3M | -0.7% | -43.7% | +43.0% | +6.4% |
| 6M | +22.1% | -37.3% | +59.3% | +28.4% |
| YTD | +9.8% | -38.4% | +48.2% | +15.2% |
| 1Y | +19.4% | -36.9% | +56.3% | +24.7% |
| 3Y | +50.4% | +20.7% | +29.7% | +38.4% |
| 5Y | +37.2% | +103.5% | -66.3% | +13.0% |
| All | +112.0% | +138.2% | -26.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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