+37.0%
PRU vs STZ
-29.7%
+66.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | +2.4% | +4.9% | -2.5% | +1.0% |
| 30D | +6.1% | +20.9% | -14.7% | +0.4% |
| 3M | -0.7% | +8.0% | -8.7% | -3.2% |
| 6M | +22.1% | -5.3% | +27.4% | +23.4% |
| YTD | +9.8% | +5.9% | +3.9% | +5.6% |
| 1Y | +19.4% | +14.2% | +5.1% | +11.5% |
| 3Y | +50.4% | -37.0% | +87.3% | +70.9% |
| All | +37.0% | -29.7% | +66.7% | +34.9% |
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 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