+77.2%
SAP vs PRU
+38.4%
+38.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +2.8% |
| 7D | +4.0% | +4.8% | -0.7% | +2.0% |
| 30D | +15.7% | +7.9% | +7.9% | +12.1% |
| 3M | +23.4% | +3.1% | +20.3% | +21.7% |
| 6M | +41.3% | +25.2% | +16.0% | +29.0% |
| YTD | +2.0% | +12.7% | -10.7% | -3.3% |
| 1Y | -5.1% | +23.5% | -28.6% | -13.4% |
| 3Y | +82.1% | +50.6% | +31.6% | +47.1% |
| 5Y | +77.2% | +40.9% | +36.3% | +47.5% |
| All | +77.2% | +38.4% | +38.8% | +47.5% |
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 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