+139.0%
SN vs PRU
+22.1%
+116.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.9% |
| 7D | +7.6% | +3.8% | +3.8% | +5.1% |
| 30D | +22.4% | +9.0% | +13.4% | +16.3% |
| 3M | +21.7% | +2.1% | +19.5% | +19.6% |
| 6M | +102.8% | +25.4% | +77.4% | +71.2% |
| YTD | +102.4% | +13.5% | +88.9% | +75.9% |
| 1Y | +139.0% | +21.3% | +117.6% | +87.3% |
| All | +139.0% | +22.1% | +116.9% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling