+98.4%
PRU vs STZ
+12.8%
+85.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.3% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | +8.5% | +14.9% | -6.4% | +1.0% |
| 3M | +1.7% | +8.4% | -6.7% | -2.9% |
| 6M | +24.8% | +2.8% | +21.9% | +21.7% |
| YTD | +13.3% | +7.5% | +5.7% | +5.5% |
| 1Y | +21.4% | +12.5% | +8.8% | +9.9% |
| 3Y | +54.8% | -35.4% | +90.2% | +84.7% |
| 5Y | +42.4% | -29.3% | +71.7% | +56.7% |
| 10Y | +98.4% | +11.8% | +86.7% | +76.6% |
| All | +98.4% | +12.8% | +85.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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