+677.5%
PRU vs SNY
+242.6%
+434.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -1.9% | -3.6% | +1.8% | +0.2% |
| 30D | -2.6% | -1.4% | -1.1% | -1.8% |
| 3M | +14.7% | -4.2% | +18.9% | +17.1% |
| 6M | +25.7% | +2.0% | +23.7% | +23.5% |
| YTD | +8.3% | -6.7% | +14.9% | +11.4% |
| 1Y | +17.3% | -4.7% | +22.0% | +18.5% |
| 3Y | +43.2% | -8.1% | +51.3% | +38.9% |
| 5Y | +43.5% | +8.2% | +35.3% | +20.5% |
| 10Y | +134.6% | +64.8% | +69.7% | +43.7% |
| All | +677.5% | +242.6% | +434.9% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling