+56.4%
SAP vs PRU
+48.6%
+7.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 6M | +11.9% | +26.6% | -14.7% | +1.8% |
| YTD | -9.9% | +12.3% | -22.2% | -14.4% |
| 1Y | -19.5% | +18.0% | -37.6% | -25.2% |
| 3Y | +61.8% | +47.0% | +14.8% | +32.4% |
| All | +56.4% | +48.6% | +7.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling