+43.4%
SMH vs PRU
+27.9%
+15.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -3.0% |
| 7D | -11.2% | +9.8% | -20.9% | -11.6% |
| 30D | -20.4% | +11.6% | -32.0% | -21.0% |
| 3M | -12.4% | +3.7% | -16.1% | -12.1% |
| 6M | -0.5% | +33.0% | -33.5% | -7.4% |
| YTD | +40.0% | +16.6% | +23.4% | +33.2% |
| 1Y | +43.4% | +26.9% | +16.5% | +34.2% |
| All | +43.4% | +27.9% | +15.5% | +34.2% |
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