+227.4%
SIMO vs PRU
+55.2%
+172.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.1% |
| 7D | -8.2% | +3.2% | -11.3% | -8.9% |
| 30D | -34.6% | +7.9% | -42.5% | -36.2% |
| 3M | -32.6% | +1.8% | -34.4% | -33.1% |
| 6M | -31.8% | +24.1% | -56.0% | -37.8% |
| YTD | +87.6% | +12.4% | +75.2% | +77.7% |
| 1Y | +86.7% | +20.9% | +65.8% | +69.7% |
| 3Y | +227.4% | +55.5% | +172.0% | +156.6% |
| All | +227.4% | +55.2% | +172.3% | +156.6% |
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