+285.4%
PRU vs SSNC
+1,082.2%
-796.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +1.9% | +0.6% | +1.2% | +1.5% |
| 30D | +2.7% | +6.0% | -3.3% | -0.6% |
| 3M | +19.5% | +21.0% | -1.5% | +6.7% |
| 6M | +26.6% | +12.1% | +14.6% | +17.5% |
| YTD | +12.3% | -3.2% | +15.6% | +12.7% |
| 1Y | +18.0% | -4.4% | +22.4% | +18.9% |
| 3Y | +47.0% | +51.6% | -4.6% | +13.7% |
| 5Y | +48.4% | +21.1% | +27.3% | +28.3% |
| 10Y | +142.4% | +177.7% | -35.2% | +31.4% |
| All | +285.4% | +1,082.2% | -796.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling