+138.1%
PRU vs SSNC
+166.3%
-28.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | +0.1% |
| 7D | +1.9% | -1.8% | +3.7% | +3.0% |
| 30D | -0.4% | +1.9% | -2.3% | -1.6% |
| 3M | +16.4% | +18.4% | -2.0% | +4.5% |
| 6M | +26.0% | +7.0% | +19.1% | +19.7% |
| YTD | +9.9% | -6.9% | +16.8% | +13.0% |
| 1Y | +18.8% | -8.2% | +26.9% | +22.8% |
| 3Y | +45.3% | +50.5% | -5.2% | +10.4% |
| 5Y | +45.6% | +17.4% | +28.2% | +26.4% |
| All | +138.1% | +166.3% | -28.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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