+86.4%
PRU vs SITM
+4,608.4%
-4,522.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.7% |
| 7D | +1.9% | +9.7% | -7.9% | +0.7% |
| 30D | +2.7% | +12.7% | -10.0% | +0.6% |
| 3M | +19.5% | -13.4% | +32.9% | +19.6% |
| 6M | +26.6% | +59.6% | -33.0% | +15.4% |
| YTD | +12.3% | +73.3% | -61.0% | +0.6% |
| 1Y | +18.0% | +165.5% | -147.5% | -1.5% |
| 3Y | +47.0% | +368.7% | -321.7% | +6.1% |
| 5Y | +48.4% | +172.5% | -124.1% | +5.7% |
| All | +86.4% | +4,608.4% | -4,522.0% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling