+434.6%
SIMO vs PRU
+102.7%
+331.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +0.9% | -2.8% | +3.8% | +2.0% |
| 30D | -25.4% | +8.5% | -33.9% | -27.7% |
| 3M | -17.8% | +1.7% | -19.5% | -18.8% |
| 6M | -29.6% | +24.8% | -54.3% | -35.5% |
| YTD | +100.3% | +13.3% | +87.0% | +88.6% |
| 1Y | +100.4% | +21.4% | +79.0% | +83.9% |
| 3Y | +246.1% | +54.8% | +191.3% | +191.1% |
| 5Y | +189.8% | +42.4% | +147.4% | +146.4% |
| 10Y | +434.6% | +98.4% | +336.2% | +281.7% |
| All | +434.6% | +102.7% | +331.9% | +281.7% |
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