+279.8%
SMH vs PRU
+50.2%
+229.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +2.5% | +1.9% | +0.7% | +1.6% |
| 30D | -0.5% | +2.7% | -3.2% | -1.8% |
| 3M | -9.6% | +19.5% | -29.1% | -17.5% |
| 6M | +42.1% | +26.6% | +15.4% | +25.5% |
| YTD | +57.4% | +12.3% | +45.1% | +47.5% |
| 1Y | +96.2% | +18.0% | +78.2% | +78.5% |
| All | +279.8% | +50.2% | +229.6% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling