+369.0%
SGI vs PRU
+110.4%
+258.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.8% | -3.8% |
| 7D | +1.0% | +2.4% | -1.4% | -0.4% |
| 30D | +3.9% | +6.1% | -2.2% | +0.4% |
| 3M | -0.8% | -0.7% | -0.1% | -0.2% |
| 6M | -18.0% | +22.1% | -40.0% | -27.5% |
| YTD | -27.6% | +9.8% | -37.4% | -32.1% |
| 1Y | -27.2% | +19.4% | -46.6% | -35.2% |
| 3Y | +76.0% | +50.4% | +25.6% | +32.8% |
| 5Y | +50.0% | +37.2% | +12.8% | +19.4% |
| All | +369.0% | +110.4% | +258.5% | +132.7% |
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