+222.9%
SAP vs PRU
+115.4%
+107.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | +1.6% | +3.2% | -1.5% | +0.4% |
| 30D | +10.5% | +7.9% | +2.6% | +7.4% |
| 3M | +15.2% | +1.8% | +13.4% | +14.3% |
| 6M | +36.7% | +24.1% | +12.5% | +26.1% |
| YTD | -0.6% | +12.4% | -12.9% | -5.2% |
| 1Y | -4.1% | +20.9% | -25.0% | -11.1% |
| 3Y | +73.2% | +55.5% | +17.8% | +43.6% |
| 5Y | +74.1% | +42.7% | +31.5% | +47.3% |
| 10Y | +222.9% | +106.1% | +116.8% | +134.5% |
| All | +222.9% | +115.4% | +107.5% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling