+363.5%
SE vs PRU
+71.4%
+292.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.5% | +3.6% | -4.1% | -2.0% |
| 30D | -20.9% | +8.9% | -29.8% | -23.8% |
| 3M | -38.9% | +0.2% | -39.1% | -39.1% |
| 6M | -19.4% | +23.7% | -43.2% | -27.0% |
| YTD | -40.9% | +13.7% | -54.7% | -44.5% |
| 1Y | -46.2% | +20.6% | -66.8% | -50.8% |
| 3Y | +63.7% | +56.3% | +7.4% | +32.5% |
| 5Y | -77.9% | +42.3% | -120.3% | -81.2% |
| All | +363.5% | +71.4% | +292.1% | +270.1% |
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