+16.5%
SNOW vs PRU
+141.3%
-124.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +0.2% | +3.8% | -3.5% | -1.4% |
| 30D | -19.8% | +9.0% | -28.9% | -23.0% |
| 3M | -11.6% | +2.1% | -13.8% | -12.6% |
| 6M | +94.0% | +25.4% | +68.6% | +74.7% |
| YTD | +34.8% | +13.5% | +21.3% | +26.6% |
| 1Y | +10.1% | +21.3% | -11.2% | +0.2% |
| 3Y | +84.4% | +55.1% | +29.3% | +51.2% |
| 5Y | -18.1% | +43.6% | -61.7% | -31.1% |
| All | +16.5% | +141.3% | -124.8% | +10.1% |
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