-19.5%
SAP vs PRU
+19.0%
-38.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | +9.0% | +2.7% | +6.3% | +7.8% |
| 3M | +14.9% | +19.5% | -4.5% | +8.8% |
| 6M | +11.9% | +26.6% | -14.7% | +3.8% |
| YTD | -9.9% | +12.3% | -22.2% | -13.9% |
| 1Y | -19.5% | +18.0% | -37.6% | -24.6% |
| All | -19.5% | +19.0% | -38.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling