+1,469.9%
SMH vs PRU
+115.4%
+1,354.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.0% |
| 7D | -4.1% | +3.2% | -7.3% | -5.6% |
| 30D | -19.2% | +7.9% | -27.1% | -22.3% |
| 3M | -16.4% | +1.8% | -18.1% | -17.5% |
| 6M | -14.0% | +24.1% | -38.1% | -23.3% |
| YTD | +35.3% | +12.4% | +23.0% | +26.0% |
| 1Y | +40.4% | +20.9% | +19.5% | +26.1% |
| 3Y | +226.8% | +55.5% | +171.4% | +156.4% |
| 5Y | +232.3% | +42.7% | +189.6% | +170.3% |
| 10Y | +1,469.9% | +106.1% | +1,363.8% | +1,050.5% |
| All | +1,469.9% | +115.4% | +1,354.5% | +1,050.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling