-37.6%
SMCI vs PRU
+27.9%
-65.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.6% | -12.3% | -4.5% |
| 7D | -17.3% | +9.8% | -27.1% | -15.9% |
| 30D | -31.5% | +11.6% | -43.1% | -30.1% |
| 3M | -6.6% | +3.7% | -10.3% | -5.2% |
| 6M | +6.0% | +33.0% | -26.9% | +8.5% |
| YTD | +1.1% | +16.6% | -15.5% | -4.6% |
| 1Y | -37.6% | +26.9% | -64.5% | -47.5% |
| All | -37.6% | +27.9% | -65.4% | -47.5% |
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