+365.7%
SE vs PRU
+65.4%
+300.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.3% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | -20.0% | +6.1% | -26.1% | -22.1% |
| 3M | -31.8% | -0.7% | -31.0% | -31.7% |
| 6M | -15.9% | +22.1% | -37.9% | -23.3% |
| YTD | -40.6% | +9.8% | -50.4% | -43.4% |
| 1Y | -50.7% | +19.4% | -70.0% | -54.7% |
| 3Y | +70.3% | +50.4% | +19.9% | +40.2% |
| 5Y | -78.8% | +37.2% | -116.0% | -81.7% |
| All | +365.7% | +65.4% | +300.3% | +277.6% |
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