+807.9%
PRU vs SIRI
-29.0%
+836.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | +8.5% | +22.2% | -13.7% | +5.7% |
| 3M | +1.7% | +14.1% | -12.3% | 0.0% |
| 6M | +24.8% | +22.5% | +2.2% | +21.3% |
| YTD | +13.3% | +67.9% | -54.6% | +5.4% |
| 1Y | +21.4% | +54.6% | -33.2% | +14.1% |
| 3Y | +54.8% | -21.3% | +76.1% | +55.1% |
| 5Y | +42.4% | -40.4% | +82.7% | +44.4% |
| 10Y | +98.4% | -6.2% | +104.7% | +91.9% |
| All | +807.9% | -29.0% | +836.9% | +601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling