+97.7%
PRU vs SIRI
-7.4%
+105.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.6% | -1.7% | +5.3% | +4.1% |
| 30D | +8.9% | +21.1% | -12.3% | +2.9% |
| 3M | +0.2% | +14.7% | -14.5% | -4.0% |
| 6M | +23.7% | +22.9% | +0.8% | +15.8% |
| YTD | +13.7% | +65.7% | -52.0% | -3.4% |
| 1Y | +20.6% | +53.5% | -32.8% | +4.8% |
| 3Y | +56.3% | -23.0% | +79.3% | +58.8% |
| 5Y | +42.3% | -41.5% | +83.8% | +48.3% |
| All | +97.7% | -7.4% | +105.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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