+43.5%
PRU vs SITM
+164.5%
-121.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -1.9% | +3.7% | -5.6% | -2.3% |
| 30D | -2.6% | -14.5% | +11.9% | -1.2% |
| 3M | +14.7% | -10.6% | +25.3% | +14.6% |
| 6M | +25.7% | +65.5% | -39.9% | +15.6% |
| YTD | +8.3% | +67.0% | -58.8% | -1.2% |
| 1Y | +17.3% | +138.6% | -121.3% | +1.5% |
| 3Y | +43.2% | +421.8% | -378.7% | +6.2% |
| 5Y | +43.5% | +172.4% | -128.9% | +4.2% |
| All | +43.5% | +164.5% | -121.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling