+1,803.3%
SMH vs PRU
+139.4%
+1,663.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +2.2% |
| 7D | +5.2% | +1.9% | +3.3% | +4.2% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -4.1% | +16.4% | -20.5% | -11.3% |
| 6M | +50.8% | +26.0% | +24.7% | +33.7% |
| YTD | +59.3% | +9.9% | +49.4% | +50.6% |
| 1Y | +94.1% | +18.8% | +75.3% | +76.2% |
| 3Y | +286.7% | +45.3% | +241.4% | +214.6% |
| 5Y | +339.4% | +45.6% | +293.9% | +255.8% |
| 10Y | +1,803.3% | +139.6% | +1,663.7% | +1,141.6% |
| All | +1,803.3% | +139.4% | +1,663.9% | +1,141.6% |
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