+18.6%
SNOW vs PRU
+140.8%
-122.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.7% | -2.8% | +6.5% | +5.0% |
| 30D | -16.4% | +8.5% | -24.9% | -19.5% |
| 3M | -9.9% | +1.7% | -11.6% | -10.7% |
| 6M | +98.8% | +24.8% | +74.1% | +79.4% |
| YTD | +37.3% | +13.3% | +24.0% | +29.1% |
| 1Y | +11.0% | +21.4% | -10.3% | +1.0% |
| 3Y | +87.8% | +54.8% | +33.0% | +54.2% |
| 5Y | -18.4% | +42.4% | -60.8% | -31.3% |
| All | +18.6% | +140.8% | -122.1% | +12.2% |
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 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