+136.2%
PRU vs SNY
+64.5%
+71.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -3.3% | +1.0% | -1.0% |
| 30D | -1.7% | -2.2% | +0.4% | -1.0% |
| 3M | +13.2% | -3.0% | +16.3% | +14.3% |
| 6M | +28.8% | +2.7% | +26.0% | +27.1% |
| YTD | +9.8% | -6.8% | +16.6% | +12.1% |
| 1Y | +17.4% | -5.3% | +22.6% | +18.6% |
| 3Y | +44.9% | -9.8% | +54.7% | +44.1% |
| 5Y | +46.6% | +9.7% | +37.0% | +27.3% |
| All | +136.2% | +64.5% | +71.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling