+1,487.3%
SMH vs PRU
+107.2%
+1,380.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -6.7% | +3.8% | -10.5% | -8.4% |
| 30D | -19.8% | +9.0% | -28.9% | -23.3% |
| 3M | -15.1% | +2.1% | -17.2% | -16.4% |
| 6M | -14.6% | +25.4% | -40.0% | -24.3% |
| YTD | +34.3% | +13.5% | +20.8% | +24.4% |
| 1Y | +35.2% | +21.3% | +13.9% | +21.2% |
| 3Y | +211.7% | +55.1% | +156.6% | +144.5% |
| 5Y | +240.5% | +43.6% | +196.9% | +175.8% |
| 10Y | +1,487.3% | +99.2% | +1,388.1% | +1,010.6% |
| All | +1,487.3% | +107.2% | +1,380.1% | +1,010.6% |
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