+156.4%
PRU vs SFM
+132.6%
+23.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.4% |
| 7D | +1.9% | -0.1% | +1.9% | +1.8% |
| 30D | +2.7% | -4.4% | +7.1% | +3.2% |
| 3M | +19.5% | +1.5% | +17.9% | +18.8% |
| 6M | +26.6% | +6.5% | +20.2% | +24.4% |
| YTD | +12.3% | +2.2% | +10.2% | +10.9% |
| 1Y | +18.0% | -41.9% | +59.9% | +25.7% |
| 3Y | +47.0% | +106.8% | -59.7% | +26.9% |
| 5Y | +48.4% | +231.6% | -183.1% | +16.1% |
| 10Y | +142.4% | +258.4% | -116.0% | +76.7% |
| All | +156.4% | +132.6% | +23.8% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling