+49.6%
PRU vs SM
-7.7%
+57.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +2.7% | +26.3% | -23.6% | -1.2% |
| 3M | +19.5% | +8.7% | +10.8% | +17.2% |
| 6M | +26.6% | +51.7% | -25.0% | +15.0% |
| YTD | +12.3% | +99.0% | -86.7% | -4.5% |
| 1Y | +18.0% | +34.6% | -16.5% | +9.7% |
| All | +49.6% | -7.7% | +57.3% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling