+1,815.8%
SGI vs PRU
+520.9%
+1,294.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.1% |
| 7D | +5.3% | +4.8% | +0.5% | +3.0% |
| 30D | +8.2% | +7.9% | +0.3% | +4.4% |
| 3M | -2.2% | +3.1% | -5.3% | -3.6% |
| 6M | -8.4% | +25.2% | -33.7% | -18.2% |
| YTD | -23.4% | +12.7% | -36.2% | -28.1% |
| 1Y | -14.0% | +23.5% | -37.4% | -22.8% |
| 3Y | +78.8% | +50.6% | +28.2% | +43.8% |
| 5Y | +58.6% | +40.9% | +17.7% | +32.1% |
| 10Y | +427.8% | +125.5% | +302.4% | +234.0% |
| All | +1,815.8% | +520.9% | +1,294.9% | +711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling