+415.5%
SIMO vs PRU
+47.2%
+368.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.0% |
| 7D | +4.2% | +1.9% | +2.4% | +3.5% |
| 30D | +4.1% | +2.7% | +1.4% | +3.1% |
| 3M | -12.9% | +19.5% | -32.3% | -19.0% |
| 6M | +110.3% | +26.6% | +83.7% | +90.1% |
| YTD | +178.6% | +12.3% | +166.2% | +164.1% |
| 1Y | +220.0% | +18.0% | +201.9% | +194.7% |
| All | +415.5% | +47.2% | +368.3% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling