+59.5%
SGI vs PRU
+39.8%
+19.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -0.5% |
| 7D | +5.3% | +4.8% | +0.5% | +2.1% |
| 30D | +8.2% | +7.9% | +0.3% | +3.0% |
| 3M | -2.2% | +3.1% | -5.3% | -4.2% |
| 6M | -8.4% | +25.2% | -33.7% | -21.5% |
| YTD | -23.4% | +12.7% | -36.2% | -30.0% |
| 1Y | -14.0% | +23.5% | -37.4% | -26.1% |
| 3Y | +78.8% | +50.6% | +28.2% | +26.5% |
| All | +59.5% | +39.8% | +19.7% | +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