+1,872.3%
SGI vs PRU
+518.6%
+1,353.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +8.5% | +1.9% | +6.7% | +7.6% |
| 30D | +0.7% | +2.7% | -2.0% | -0.7% |
| 3M | +0.6% | +19.5% | -18.9% | -8.1% |
| 6M | -17.9% | +26.6% | -44.6% | -27.1% |
| YTD | -21.2% | +12.3% | -33.5% | -26.0% |
| 1Y | -18.9% | +18.0% | -36.9% | -25.8% |
| 3Y | +52.6% | +47.0% | +5.6% | +24.2% |
| 5Y | +60.7% | +48.4% | +12.3% | +30.1% |
| 10Y | +278.1% | +142.4% | +135.7% | +130.6% |
| All | +1,872.3% | +518.6% | +1,353.6% | +735.3% |
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