+425.4%
SN vs PRU
+48.9%
+376.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +19.2% | +3.1% | +16.1% | +16.2% |
| 6M | +84.9% | +25.2% | +59.7% | +55.6% |
| YTD | +94.0% | +12.7% | +81.3% | +75.1% |
| 1Y | +151.3% | +23.5% | +127.9% | +112.3% |
| 3Y | +387.1% | +50.6% | +336.5% | +267.1% |
| All | +425.4% | +48.9% | +376.5% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling