+216.7%
SMH vs PRU
+36.1%
+180.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.3% | +5.0% |
| 7D | -11.2% | +2.4% | -13.6% | -12.4% |
| 30D | -25.8% | +6.1% | -31.9% | -28.4% |
| 3M | -18.8% | -0.7% | -18.1% | -19.0% |
| 6M | -15.6% | +22.1% | -37.7% | -25.8% |
| YTD | +28.8% | +9.8% | +19.1% | +19.9% |
| 1Y | +32.6% | +19.4% | +13.2% | +17.1% |
| 3Y | +213.6% | +50.4% | +163.3% | +130.2% |
| All | +216.7% | +36.1% | +180.6% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling