+139.6%
PRU vs STZ
-14.3%
+153.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.5% | +0.6% |
| 7D | +1.9% | -7.4% | +9.3% | +5.8% |
| 30D | -0.4% | -10.9% | +10.5% | +5.1% |
| 3M | +16.4% | -13.4% | +29.9% | +24.2% |
| 6M | +26.0% | -16.2% | +42.2% | +35.8% |
| YTD | +9.9% | -10.4% | +20.4% | +12.7% |
| 1Y | +18.8% | -14.8% | +33.5% | +24.4% |
| 3Y | +45.4% | -50.1% | +95.5% | +98.8% |
| 5Y | +45.6% | -38.8% | +84.4% | +71.5% |
| 10Y | +139.6% | -14.1% | +153.7% | +134.9% |
| All | +139.6% | -14.3% | +153.9% | +134.9% |
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