+55.7%
PRU vs SIRI
-21.7%
+77.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | -2.6% | -0.2% | -2.4% |
| 30D | +8.5% | +22.2% | -13.7% | +4.8% |
| 3M | +1.7% | +14.1% | -12.3% | -0.7% |
| 6M | +24.8% | +22.5% | +2.2% | +20.1% |
| YTD | +13.3% | +67.9% | -54.6% | +2.9% |
| 1Y | +21.4% | +54.6% | -33.2% | +11.8% |
| All | +55.7% | -21.7% | +77.4% | +54.5% |
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