+36.3%
SMH vs PRU
+20.8%
+15.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.8% |
| 7D | -4.1% | +3.2% | -7.3% | -4.0% |
| 30D | -19.2% | +7.9% | -27.1% | -19.6% |
| 3M | -16.4% | +1.8% | -18.1% | -16.0% |
| 6M | -14.0% | +24.1% | -38.1% | -18.8% |
| YTD | +35.3% | +12.4% | +23.0% | +29.1% |
| All | +36.3% | +20.8% | +15.4% | +27.6% |
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 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