+398.8%
SN vs PRU
+46.4%
+352.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +4.5% |
| 7D | +7.2% | +2.4% | +4.8% | +5.2% |
| 30D | +20.4% | +6.1% | +14.3% | +15.2% |
| 3M | +23.9% | -0.7% | +24.6% | +23.9% |
| 6M | +93.0% | +22.1% | +71.0% | +64.6% |
| YTD | +99.2% | +9.8% | +89.5% | +82.6% |
| 1Y | +142.6% | +19.4% | +123.3% | +108.8% |
| 3Y | +398.8% | +50.4% | +348.4% | +282.9% |
| All | +398.8% | +46.4% | +352.4% | +282.9% |
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