+213.6%
SMH vs PRU
+46.4%
+167.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.3% | +4.7% |
| 7D | -11.2% | +2.4% | -13.6% | -12.1% |
| 30D | -25.8% | +6.1% | -31.9% | -27.8% |
| 3M | -18.8% | -0.7% | -18.1% | -18.8% |
| 6M | -15.6% | +22.1% | -37.7% | -24.2% |
| YTD | +28.8% | +9.8% | +19.1% | +21.6% |
| 1Y | +32.6% | +19.4% | +13.2% | +19.5% |
| 3Y | +213.6% | +50.4% | +163.3% | +142.1% |
| All | +213.6% | +46.4% | +167.2% | +142.1% |
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