+55.7%
PRU vs SM
-8.5%
+64.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -0.9% |
| 7D | -2.8% | +0.3% | -3.2% | -2.9% |
| 30D | +8.5% | -17.3% | +25.8% | +10.7% |
| 3M | +1.7% | -3.6% | +5.3% | +1.0% |
| 6M | +24.8% | +2.9% | +21.9% | +21.3% |
| YTD | +13.3% | +70.2% | -56.9% | -3.1% |
| 1Y | +21.4% | +66.5% | -45.1% | +4.1% |
| All | +55.7% | -8.5% | +64.2% | +47.5% |
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