+48.5%
PRU vs STZ
-33.3%
+81.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | +2.7% | -1.9% | +4.6% | +3.1% |
| 3M | +19.5% | -6.2% | +25.7% | +21.3% |
| 6M | +26.6% | -14.0% | +40.7% | +31.6% |
| YTD | +12.3% | -5.1% | +17.5% | +11.7% |
| 1Y | +18.0% | -9.6% | +27.6% | +19.1% |
| 3Y | +47.0% | -47.2% | +94.3% | +79.5% |
| All | +48.5% | -33.3% | +81.8% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling