-21.6%
SMCI vs PRU
+20.7%
-42.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.5% |
| 7D | +2.8% | -2.8% | +5.6% | +2.4% |
| 30D | -23.9% | +8.5% | -32.4% | -22.6% |
| 3M | -3.7% | +1.7% | -5.5% | -2.5% |
| 6M | -9.2% | +24.8% | -34.0% | -7.0% |
| YTD | +4.0% | +13.3% | -9.3% | -2.0% |
| 1Y | -21.6% | +21.4% | -43.0% | -30.2% |
| All | -21.6% | +20.7% | -42.4% | -30.2% |
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