+800.4%
PRU vs SIRI
-36.7%
+837.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.6% |
| 7D | +1.9% | +1.6% | +0.3% | +1.6% |
| 30D | +2.7% | -4.7% | +7.4% | +3.3% |
| 3M | +19.5% | +5.3% | +14.2% | +18.5% |
| 6M | +26.6% | +30.5% | -3.9% | +22.0% |
| YTD | +12.3% | +49.6% | -37.3% | +6.1% |
| 1Y | +18.0% | +28.5% | -10.5% | +13.6% |
| 3Y | +47.0% | -27.5% | +74.5% | +48.4% |
| 5Y | +48.4% | -44.7% | +93.1% | +52.1% |
| 10Y | +142.4% | -12.6% | +155.1% | +136.9% |
| All | +800.4% | -36.7% | +837.1% | +605.8% |
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