+2,669.7%
SMH vs PRU
+814.1%
+1,855.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +0.5% | -2.8% | +3.4% | +1.6% |
| 30D | -14.2% | +8.5% | -22.7% | -16.8% |
| 3M | -11.5% | +1.7% | -13.3% | -12.4% |
| 6M | -12.0% | +24.8% | -36.8% | -19.2% |
| YTD | +40.8% | +13.3% | +27.5% | +33.4% |
| 1Y | +44.9% | +21.4% | +23.5% | +34.0% |
| 3Y | +226.7% | +54.8% | +171.9% | +176.4% |
| 5Y | +250.6% | +42.4% | +208.2% | +204.9% |
| 10Y | +1,523.4% | +98.4% | +1,425.0% | +1,097.8% |
| All | +2,669.7% | +814.1% | +1,855.6% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling