+37.0%
PRU vs SUI
-26.3%
+63.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | +2.4% | +6.2% | -3.8% | +0.2% |
| 30D | +6.1% | +8.6% | -2.5% | +3.0% |
| 3M | -0.7% | +1.0% | -1.7% | -1.3% |
| 6M | +22.1% | -2.6% | +24.7% | +22.8% |
| YTD | +9.8% | -0.1% | +9.9% | +9.2% |
| 1Y | +19.4% | +0.5% | +18.9% | +18.5% |
| 3Y | +50.4% | +15.3% | +35.1% | +39.3% |
| All | +37.0% | -26.3% | +63.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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