+45.3%
PRU vs SITM
+409.8%
-364.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -2.0% |
| 7D | +1.9% | +8.4% | -6.4% | +1.2% |
| 30D | -0.4% | -17.4% | +17.0% | +1.0% |
| 3M | +16.4% | -9.8% | +26.3% | +16.3% |
| 6M | +26.0% | +83.0% | -56.9% | +15.7% |
| YTD | +9.9% | +69.6% | -59.7% | +1.1% |
| 1Y | +18.8% | +144.9% | -126.1% | +3.7% |
| 3Y | +45.3% | +429.9% | -384.5% | +12.7% |
| All | +45.3% | +409.8% | -364.4% | +12.7% |
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