+333.9%
SGI vs PRU
+102.7%
+231.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -10.5% | -2.8% | -7.7% | -8.8% |
| 30D | +0.1% | +8.5% | -8.4% | -4.6% |
| 3M | -4.0% | +1.7% | -5.7% | -4.9% |
| 6M | -5.6% | +24.8% | -30.4% | -17.8% |
| YTD | -29.5% | +13.3% | -42.8% | -35.1% |
| 1Y | -31.5% | +21.4% | -52.9% | -39.6% |
| 3Y | +71.6% | +54.8% | +16.8% | +27.3% |
| 5Y | +50.5% | +42.4% | +8.2% | +17.2% |
| 10Y | +333.9% | +98.4% | +235.4% | +127.1% |
| All | +333.9% | +102.7% | +231.2% | +127.1% |
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 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