+128.8%
SBUX vs PRU
+139.4%
-10.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.4% |
| 7D | -3.9% | +1.9% | -5.8% | -4.7% |
| 30D | -2.8% | -0.4% | -2.4% | -2.7% |
| 3M | +8.2% | +16.4% | -8.2% | +1.3% |
| 6M | +4.3% | +26.0% | -21.8% | -6.0% |
| YTD | +23.3% | +9.9% | +13.4% | +17.5% |
| 1Y | +24.3% | +18.8% | +5.5% | +14.2% |
| 3Y | +15.5% | +45.3% | -29.9% | -4.2% |
| 5Y | -2.7% | +45.6% | -48.3% | -20.5% |
| 10Y | +128.8% | +139.6% | -10.8% | +41.8% |
| All | +128.8% | +139.4% | -10.5% | +41.8% |
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