+20.2%
SGOV vs PRU
+164.0%
-143.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -1.9% | +1.9% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +0.9% | +14.7% | -13.8% | +0.9% |
| 6M | +1.8% | +25.7% | -23.8% | +1.8% |
| YTD | +2.5% | +8.3% | -5.8% | +2.5% |
| 1Y | +3.8% | +17.3% | -13.5% | +3.8% |
| 3Y | +14.4% | +43.2% | -28.8% | +14.4% |
| 5Y | +20.2% | +43.5% | -23.4% | +20.2% |
| All | +20.2% | +164.0% | -143.8% | +20.2% |
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 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