+22.1%
PRU vs SFM
-37.6%
+59.7%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.2% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | +6.1% | -24.8% | +30.9% | +8.0% |
| 3M | -0.7% | -43.7% | +43.0% | +3.2% |
| 6M | +22.1% | -37.3% | +59.3% | +26.2% |
| All | +22.1% | -37.6% | +59.7% | +26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling