+385.8%
SN vs PRU
+50.4%
+335.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.3% |
| 7D | +3.8% | +4.8% | -1.0% | +0.4% |
| 30D | +17.5% | +7.9% | +9.7% | +11.3% |
| 3M | +19.2% | +3.1% | +16.1% | +16.2% |
| 6M | +84.9% | +25.2% | +59.7% | +55.0% |
| YTD | +94.0% | +12.7% | +81.3% | +74.7% |
| 1Y | +151.3% | +23.5% | +127.9% | +111.4% |
| All | +385.8% | +50.4% | +335.4% | +266.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling