+41.0%
PRU vs STLA
-74.2%
+115.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.0% |
| 7D | 0.0% | -13.1% | +13.0% | +3.5% |
| 30D | +7.9% | -13.3% | +21.2% | +11.6% |
| 3M | +0.9% | -27.9% | +28.7% | +8.8% |
| 6M | +22.4% | -47.8% | +70.2% | +43.1% |
| YTD | +12.7% | -64.6% | +77.3% | +44.6% |
| 1Y | +19.6% | -64.0% | +83.6% | +52.2% |
| 3Y | +54.0% | -76.8% | +130.8% | +115.2% |
| 5Y | +41.0% | -74.2% | +115.2% | +76.9% |
| All | +41.0% | -74.2% | +115.2% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling