-46.4%
SMR vs PRU
-0.5%
-45.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.6% | +18.9% | +15.5% |
| 7D | -9.6% | +2.4% | -12.0% | -7.6% |
| 30D | -33.8% | +6.1% | -39.9% | -31.4% |
| 3M | -46.4% | -0.7% | -45.6% | -47.0% |
| All | -46.4% | -0.5% | -45.9% | -47.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling