+44.3%
PRU vs SNY
+9.4%
+34.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -3.3% | +1.0% | -1.6% |
| 30D | -1.7% | -2.2% | +0.4% | -1.3% |
| 3M | +13.2% | -3.0% | +16.3% | +13.8% |
| 6M | +28.8% | +2.7% | +26.0% | +28.0% |
| YTD | +9.8% | -6.8% | +16.6% | +11.0% |
| 1Y | +17.4% | -5.3% | +22.6% | +18.1% |
| 3Y | +44.9% | -9.8% | +54.7% | +45.1% |
| All | +44.3% | +9.4% | +34.9% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling