+270.1%
SIMO vs PRU
+48.6%
+221.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 6M | +110.3% | +26.6% | +83.7% | +91.5% |
| YTD | +178.6% | +12.3% | +166.2% | +164.3% |
| 1Y | +220.0% | +18.0% | +201.9% | +196.6% |
| 3Y | +409.0% | +47.0% | +362.0% | +333.4% |
| All | +270.1% | +48.6% | +221.5% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling