+50.4%
PRU vs SM
-20.0%
+70.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | +2.4% | -25.9% | +28.3% | +6.2% |
| 30D | +6.1% | -15.1% | +21.2% | +7.7% |
| 3M | -0.7% | +4.9% | -5.6% | -3.0% |
| 6M | +22.1% | +6.1% | +15.9% | +17.7% |
| YTD | +9.8% | +63.4% | -53.7% | -5.5% |
| 1Y | +19.4% | +72.5% | -53.1% | +1.0% |
| 3Y | +50.4% | -16.9% | +67.3% | +44.4% |
| All | +50.4% | -20.0% | +70.4% | +44.4% |
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