+112.0%
PRU vs STLA
+18.3%
+93.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +2.4% | -4.5% | +6.9% | +4.2% |
| 30D | +6.1% | -3.9% | +10.0% | +7.2% |
| 3M | -0.7% | -20.2% | +19.5% | +6.7% |
| 6M | +22.1% | -42.2% | +64.2% | +47.3% |
| YTD | +9.8% | -59.3% | +69.1% | +48.2% |
| 1Y | +19.4% | -56.1% | +75.4% | +55.0% |
| 3Y | +50.4% | -73.7% | +124.0% | +127.7% |
| 5Y | +37.2% | -70.3% | +107.5% | +87.1% |
| All | +112.0% | +18.3% | +93.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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