+2,997.8%
SMH vs PRU
+806.6%
+2,191.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +2.5% | +1.9% | +0.7% | +1.8% |
| 30D | -0.5% | +2.7% | -3.2% | -1.5% |
| 3M | -9.6% | +19.5% | -29.1% | -15.4% |
| 6M | +42.1% | +26.6% | +15.4% | +30.1% |
| YTD | +57.4% | +12.3% | +45.1% | +50.1% |
| 1Y | +96.2% | +18.0% | +78.2% | +83.6% |
| 3Y | +267.9% | +47.0% | +220.9% | +217.6% |
| 5Y | +327.7% | +48.4% | +279.2% | +267.8% |
| 10Y | +1,764.6% | +142.4% | +1,622.2% | +1,196.1% |
| All | +2,997.8% | +806.6% | +2,191.2% | +668.6% |
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 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