+42.9%
PRU vs SIRI
-24.2%
+67.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -1.9% | -3.9% | +2.0% | -1.2% |
| 30D | -2.6% | -0.8% | -1.8% | -2.5% |
| 3M | +14.7% | +4.3% | +10.4% | +13.7% |
| 6M | +25.7% | +34.1% | -8.4% | +19.3% |
| YTD | +8.3% | +47.3% | -39.1% | +0.9% |
| 1Y | +17.3% | +22.9% | -5.6% | +12.4% |
| All | +42.9% | -24.2% | +67.1% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling