-50.7%
SE vs PRU
+19.8%
-70.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.3% |
| 30D | -20.0% | +6.1% | -26.1% | -21.5% |
| 3M | -31.8% | -0.7% | -31.0% | -31.6% |
| 6M | -15.9% | +22.1% | -37.9% | -23.7% |
| YTD | -40.6% | +9.8% | -50.4% | -45.4% |
| 1Y | -50.7% | +19.4% | -70.0% | -52.4% |
| All | -50.7% | +19.8% | -70.5% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling