+455.3%
SN vs PRU
+48.4%
+407.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +1.3% |
| 7D | +7.6% | +3.2% | +4.5% | +5.1% |
| 30D | +24.1% | +7.9% | +16.1% | +17.5% |
| 3M | +23.7% | +1.8% | +21.9% | +21.6% |
| 6M | +105.5% | +24.1% | +81.4% | +73.9% |
| YTD | +105.1% | +12.4% | +92.7% | +85.4% |
| 1Y | +148.3% | +20.9% | +127.4% | +112.7% |
| 3Y | +438.7% | +55.5% | +383.2% | +299.3% |
| All | +455.3% | +48.4% | +407.0% | +316.3% |
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