+203.1%
SIMO vs PRU
+50.4%
+152.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.3% | -11.1% | -13.5% |
| 7D | -31.4% | +4.8% | -36.2% | -32.2% |
| 30D | -45.2% | +7.9% | -53.0% | -46.4% |
| 3M | -36.5% | +3.1% | -39.6% | -37.2% |
| 6M | -34.2% | +25.2% | -59.4% | -40.1% |
| YTD | +69.9% | +12.7% | +57.2% | +60.9% |
| 1Y | +60.4% | +23.5% | +36.9% | +44.4% |
| All | +203.1% | +50.4% | +152.7% | +149.3% |
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 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