+7.5%
SMR vs PRU
+33.5%
-26.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.2% |
| 7D | +13.1% | -1.9% | +15.0% | +14.4% |
| 30D | +17.8% | -2.6% | +20.3% | +19.5% |
| 3M | +8.1% | +14.7% | -6.6% | -3.9% |
| 6M | -11.1% | +25.7% | -36.8% | -26.0% |
| YTD | -23.7% | +8.3% | -32.0% | -29.2% |
| 1Y | -69.4% | +17.3% | -86.7% | -73.4% |
| 3Y | +82.6% | +43.2% | +39.4% | +41.5% |
| All | +7.5% | +33.5% | -26.1% | -18.3% |
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