+100.5%
SIMO vs PRU
+27.9%
+72.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.6% | -16.2% | -6.4% |
| 7D | -16.9% | +9.8% | -26.6% | -12.9% |
| 30D | -35.4% | +11.6% | -47.0% | -31.7% |
| 3M | -31.9% | +3.7% | -35.6% | -29.4% |
| 6M | -19.3% | +33.0% | -52.3% | -12.9% |
| YTD | +98.5% | +16.6% | +81.9% | +104.6% |
| 1Y | +100.5% | +26.9% | +73.6% | +106.4% |
| All | +100.5% | +27.9% | +72.6% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling