+214.8%
SAP vs PRU
+115.4%
+99.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +11.1% | +6.1% | +5.0% | +8.6% |
| 3M | +17.0% | -0.7% | +17.8% | +17.2% |
| 6M | +34.8% | +22.1% | +12.8% | +25.2% |
| YTD | -2.2% | +9.8% | -12.0% | -6.0% |
| 1Y | -6.4% | +19.4% | -25.8% | -12.8% |
| 3Y | +75.1% | +50.4% | +24.8% | +47.1% |
| 5Y | +69.8% | +37.2% | +32.7% | +45.8% |
| All | +214.8% | +115.4% | +99.5% | +132.8% |
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