+261.1%
SGI vs PRU
+145.9%
+115.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +8.5% | +1.9% | +6.7% | +7.4% |
| 30D | +0.7% | +2.7% | -2.0% | -1.0% |
| 3M | +0.6% | +19.5% | -18.9% | -10.1% |
| 6M | -17.9% | +26.6% | -44.6% | -29.2% |
| YTD | -21.2% | +12.3% | -33.5% | -27.2% |
| 1Y | -18.9% | +18.0% | -36.9% | -27.5% |
| 3Y | +52.6% | +47.0% | +5.6% | +17.0% |
| 5Y | +60.7% | +48.4% | +12.3% | +21.8% |
| All | +261.1% | +145.9% | +115.1% | +81.9% |
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 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