-2.7%
SMCI vs PRU
+19.0%
-21.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +6.8% | +1.9% | +4.9% | +6.9% |
| 30D | +30.6% | +2.7% | +27.9% | +30.8% |
| 3M | -15.6% | +19.5% | -35.0% | -14.9% |
| 6M | +21.3% | +26.6% | -5.4% | +21.5% |
| YTD | +35.3% | +12.3% | +22.9% | +30.5% |
| 1Y | -2.7% | +18.0% | -20.8% | -7.6% |
| All | -2.7% | +19.0% | -21.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling