+2,562.9%
SMH vs PRU
+806.8%
+1,756.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.2% |
| 7D | -4.1% | +3.2% | -7.3% | -5.2% |
| 30D | -19.2% | +7.9% | -27.1% | -21.5% |
| 3M | -16.4% | +1.8% | -18.1% | -17.2% |
| 6M | -14.0% | +24.1% | -38.1% | -20.8% |
| YTD | +35.3% | +12.4% | +23.0% | +28.7% |
| 1Y | +40.4% | +20.9% | +19.5% | +30.1% |
| 3Y | +226.8% | +55.5% | +171.4% | +176.2% |
| 5Y | +232.3% | +42.7% | +189.6% | +188.9% |
| 10Y | +1,469.9% | +106.1% | +1,363.8% | +1,044.7% |
| All | +2,562.9% | +806.8% | +1,756.1% | +558.6% |
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