-68.1%
SE vs PRU
+48.6%
-116.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -6.1% | +1.9% | -8.0% | -7.3% |
| 30D | -2.5% | +2.7% | -5.2% | -4.4% |
| 3M | +21.7% | +19.5% | +2.3% | +6.8% |
| 6M | +27.0% | +26.6% | +0.4% | +6.7% |
| YTD | -12.1% | +12.3% | -24.5% | -19.9% |
| 1Y | -40.9% | +18.0% | -59.0% | -48.3% |
| 3Y | +191.0% | +47.0% | +144.0% | +103.0% |
| All | -68.1% | +48.6% | -116.6% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling