+365.1%
SE vs PRU
+69.9%
+295.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -4.3% |
| 7D | -1.2% | +4.8% | -6.0% | -3.1% |
| 30D | -21.7% | +7.9% | -29.5% | -24.2% |
| 3M | -34.2% | +3.1% | -37.3% | -35.2% |
| 6M | -10.5% | +25.2% | -35.7% | -19.2% |
| YTD | -40.7% | +12.7% | -53.5% | -44.1% |
| 1Y | -52.1% | +23.5% | -75.5% | -56.6% |
| 3Y | +68.9% | +50.6% | +18.3% | +38.9% |
| 5Y | -78.9% | +40.9% | -119.7% | -81.9% |
| All | +365.1% | +69.9% | +295.2% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling