+99.2%
PRU vs STZ
+11.6%
+87.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.8% | +5.3% | -1.6% | +1.2% |
| 30D | +9.0% | +19.6% | -10.6% | -0.5% |
| 3M | +2.1% | +10.0% | -7.8% | -3.2% |
| 6M | +25.4% | -0.3% | +25.7% | +24.2% |
| YTD | +13.5% | +8.6% | +4.9% | +5.3% |
| 1Y | +21.3% | +16.6% | +4.8% | +7.7% |
| 3Y | +55.1% | -34.8% | +89.9% | +84.1% |
| 5Y | +43.6% | -27.8% | +71.4% | +56.1% |
| 10Y | +99.2% | +12.5% | +86.7% | +76.4% |
| All | +99.2% | +11.6% | +87.7% | +76.4% |
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