+20.1%
PRU vs SM
+62.4%
-42.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.2% |
| 7D | +3.2% | -22.3% | +25.4% | +1.6% |
| 30D | +7.9% | -21.4% | +29.3% | +6.3% |
| 3M | +1.8% | +1.4% | +0.4% | +1.3% |
| 6M | +24.1% | +0.1% | +24.0% | +23.3% |
| YTD | +12.4% | +59.0% | -46.6% | +10.7% |
| All | +20.1% | +62.4% | -42.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling