+61.5%
SGI vs PRU
+48.6%
+13.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +8.5% | +1.9% | +6.7% | +7.3% |
| 30D | +0.7% | +2.7% | -2.0% | -1.2% |
| 3M | +0.6% | +19.5% | -18.9% | -10.9% |
| 6M | -17.9% | +26.6% | -44.6% | -30.0% |
| YTD | -21.2% | +12.3% | -33.5% | -27.7% |
| 1Y | -18.9% | +18.0% | -36.9% | -28.2% |
| 3Y | +52.6% | +47.0% | +5.6% | +11.1% |
| All | +61.5% | +48.6% | +13.0% | +19.2% |
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