+991.6%
SAP vs PRU
+809.8%
+181.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +2.5% |
| 7D | +4.0% | +4.8% | -0.7% | +2.5% |
| 30D | +15.7% | +7.9% | +7.9% | +13.0% |
| 3M | +23.4% | +3.1% | +20.3% | +22.1% |
| 6M | +41.3% | +25.2% | +16.0% | +31.6% |
| YTD | +2.0% | +12.7% | -10.7% | -2.2% |
| 1Y | -5.1% | +23.5% | -28.6% | -11.5% |
| 3Y | +82.1% | +50.6% | +31.6% | +57.6% |
| 5Y | +77.2% | +40.9% | +36.3% | +55.1% |
| 10Y | +233.6% | +125.5% | +108.2% | +137.4% |
| All | +991.6% | +809.8% | +181.7% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling