+23.8%
PRU vs SOLS
+22.7%
+1.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | +1.9% | +4.5% | -2.6% | +1.8% |
| 30D | -0.4% | +6.0% | -6.4% | -0.6% |
| 3M | +16.4% | -19.7% | +36.1% | +17.0% |
| 6M | +26.0% | -10.4% | +36.4% | +25.1% |
| YTD | +9.9% | +33.3% | -23.3% | +7.3% |
| All | +23.8% | +22.7% | +1.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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