+56.3%
PRU vs SFM
+27.3%
+29.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.6% | +6.0% | -2.4% | +3.1% |
| 30D | +8.9% | -19.5% | +28.3% | +10.5% |
| 3M | +0.2% | -37.0% | +37.2% | +3.8% |
| 6M | +23.7% | -41.0% | +64.7% | +28.6% |
| YTD | +13.7% | -34.6% | +48.4% | +16.8% |
| 1Y | +20.6% | -36.3% | +56.9% | +24.1% |
| 3Y | +56.3% | +24.5% | +31.8% | +56.5% |
| All | +56.3% | +27.3% | +29.0% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling