+384.8%
SIMO vs PRU
+115.4%
+269.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.0% |
| 7D | -22.0% | +2.4% | -24.4% | -22.8% |
| 30D | -43.0% | +6.1% | -49.2% | -44.4% |
| 3M | -39.1% | -0.7% | -38.4% | -39.4% |
| 6M | -33.3% | +22.1% | -55.3% | -38.5% |
| YTD | +77.0% | +9.8% | +67.2% | +68.4% |
| 1Y | +73.0% | +19.4% | +53.7% | +59.6% |
| 3Y | +215.7% | +50.4% | +165.4% | +168.2% |
| 5Y | +155.6% | +37.2% | +118.5% | +120.1% |
| All | +384.8% | +115.4% | +269.4% | +268.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling