+101.4%
PRU vs STZ
+9.8%
+91.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.7% |
| 7D | +2.4% | +4.9% | -2.5% | 0.0% |
| 30D | +6.1% | +20.9% | -14.7% | -3.8% |
| 3M | -0.7% | +8.0% | -8.7% | -5.1% |
| 6M | +22.1% | -5.3% | +27.4% | +24.1% |
| YTD | +9.8% | +5.9% | +3.9% | +3.1% |
| 1Y | +19.4% | +14.2% | +5.1% | +7.1% |
| 3Y | +50.4% | -37.0% | +87.3% | +81.8% |
| 5Y | +37.2% | -29.7% | +66.9% | +51.1% |
| All | +101.4% | +9.8% | +91.6% | +81.5% |
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