-77.1%
SE vs PRU
+42.9%
-120.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.2% |
| 7D | 0.0% | +3.8% | -3.7% | -2.5% |
| 30D | -19.4% | +9.0% | -28.4% | -24.1% |
| 3M | -33.1% | +2.1% | -35.2% | -34.4% |
| 6M | -11.4% | +25.4% | -36.9% | -25.5% |
| YTD | -39.8% | +13.5% | -53.3% | -45.8% |
| 1Y | -50.5% | +21.3% | -71.8% | -57.7% |
| 3Y | +68.9% | +55.1% | +13.8% | +10.3% |
| 5Y | -77.1% | +43.6% | -120.7% | -82.9% |
| All | -77.1% | +42.9% | -120.0% | -82.9% |
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