-53.7%
SMR vs PRU
+40.3%
-94.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -4.0% |
| 7D | -8.3% | +3.6% | -11.9% | -10.5% |
| 30D | -20.1% | +8.9% | -28.9% | -25.1% |
| 3M | -52.7% | +0.2% | -52.9% | -53.2% |
| 6M | -61.0% | +23.7% | -84.8% | -67.4% |
| YTD | -67.1% | +13.7% | -80.9% | -70.7% |
| 1Y | -79.9% | +20.6% | -100.5% | -82.8% |
| 3Y | +101.7% | +56.3% | +45.4% | +46.1% |
| All | -53.7% | +40.3% | -94.0% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling