+82.1%
PRU vs SITM
+4,789.7%
-4,707.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | 0.0% |
| 7D | -2.3% | +3.9% | -6.1% | -2.7% |
| 30D | -1.7% | -6.6% | +4.9% | -1.2% |
| 3M | +13.2% | -11.9% | +25.1% | +13.3% |
| 6M | +28.8% | +81.1% | -52.4% | +15.6% |
| YTD | +9.8% | +80.0% | -70.2% | -2.2% |
| 1Y | +17.4% | +145.8% | -128.5% | -0.9% |
| 3Y | +44.9% | +475.9% | -431.0% | +1.6% |
| 5Y | +46.6% | +189.2% | -142.6% | +3.6% |
| All | +82.1% | +4,789.7% | -4,707.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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