+11.2%
SNPS vs PRU
+27.9%
-16.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -1.5% |
| 7D | -3.9% | +9.8% | -13.7% | -6.1% |
| 30D | -5.2% | +11.6% | -16.8% | -7.9% |
| 3M | +14.6% | +3.7% | +10.9% | +14.2% |
| 6M | -6.9% | +33.0% | -39.9% | -16.7% |
| YTD | -1.4% | +16.6% | -18.0% | -8.2% |
| 1Y | +11.2% | +26.9% | -15.7% | +2.3% |
| All | +11.2% | +27.9% | -16.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling