+56.3%
PRU vs SITM
+318.4%
-262.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.5% | +1.3% |
| 7D | +3.6% | +6.6% | -3.0% | +3.1% |
| 30D | +8.9% | -15.3% | +24.2% | +9.8% |
| 3M | +0.2% | -35.4% | +35.6% | +2.8% |
| 6M | +23.7% | -46.8% | +70.5% | +28.0% |
| YTD | +13.7% | +25.9% | -12.1% | +6.6% |
| 1Y | +20.6% | +54.0% | -33.4% | +10.4% |
| 3Y | +56.3% | +315.6% | -259.2% | +23.7% |
| All | +56.3% | +318.4% | -262.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling