+800.4%
PRU vs STZ
+1,438.7%
-638.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +1.9% | -1.9% | +3.8% | +2.8% |
| 30D | +2.7% | -1.9% | +4.6% | +3.4% |
| 3M | +19.5% | -6.2% | +25.7% | +22.6% |
| 6M | +26.6% | -14.0% | +40.7% | +34.7% |
| YTD | +12.3% | -5.1% | +17.5% | +12.4% |
| 1Y | +18.0% | -9.6% | +27.6% | +20.3% |
| 3Y | +47.0% | -47.2% | +94.3% | +91.4% |
| 5Y | +48.4% | -33.6% | +82.0% | +69.0% |
| 10Y | +142.4% | -9.8% | +152.2% | +129.3% |
| All | +800.4% | +1,438.7% | -638.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling