-9.3%
SMCI vs PRU
+16.8%
-26.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.4% |
| 7D | +5.2% | -1.9% | +7.1% | +5.1% |
| 30D | +23.7% | -2.6% | +26.3% | +23.5% |
| 3M | -4.2% | +14.7% | -18.9% | -3.5% |
| 6M | +21.7% | +25.7% | -4.0% | +22.0% |
| YTD | +33.0% | +8.3% | +24.7% | +27.7% |
| 1Y | -9.3% | +17.3% | -26.6% | -15.7% |
| All | -9.3% | +16.8% | -26.1% | -15.7% |
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