+136.2%
PRU vs SIRI
-10.2%
+146.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -2.3% | +0.6% | -2.8% | -2.4% |
| 30D | -1.7% | +2.5% | -4.2% | -2.5% |
| 3M | +13.2% | +6.6% | +6.6% | +10.8% |
| 6M | +28.8% | +32.9% | -4.1% | +17.4% |
| YTD | +9.8% | +50.5% | -40.7% | -4.0% |
| 1Y | +17.4% | +28.0% | -10.6% | +7.3% |
| 3Y | +44.9% | -22.4% | +67.3% | +44.1% |
| 5Y | +46.6% | -41.3% | +87.9% | +47.8% |
| All | +136.2% | -10.2% | +146.4% | +99.0% |
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