-36.5%
SIMO vs PRU
-0.1%
-36.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.3% | -11.1% | -16.9% |
| 7D | -31.4% | +4.8% | -36.2% | -26.3% |
| 30D | -45.2% | +7.9% | -53.0% | -39.0% |
| 3M | -36.5% | +3.1% | -39.6% | -32.3% |
| All | -36.5% | -0.1% | -36.4% | -32.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling