+32.1%
SNOW vs PRU
+133.6%
-101.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +4.9% | +1.9% | +3.0% | +4.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.8% |
| 3M | +39.5% | +16.4% | +23.1% | +30.5% |
| 6M | +85.9% | +26.0% | +59.9% | +66.9% |
| YTD | +52.9% | +9.9% | +43.0% | +46.1% |
| 1Y | +48.1% | +18.8% | +29.3% | +36.1% |
| 3Y | +102.2% | +45.3% | +56.8% | +70.9% |
| 5Y | +5.5% | +45.6% | -40.1% | -9.7% |
| All | +32.1% | +133.6% | -101.5% | +27.0% |
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