+663.1%
SNPS vs PRU
+115.4%
+547.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +3.2% |
| 7D | -3.7% | +2.4% | -6.1% | -4.6% |
| 30D | -10.4% | +6.1% | -16.5% | -12.5% |
| 3M | +11.0% | -0.7% | +11.7% | +10.8% |
| 6M | -10.7% | +22.1% | -32.8% | -17.4% |
| YTD | -4.1% | +9.8% | -13.9% | -8.0% |
| 1Y | +13.7% | +19.4% | -5.6% | +5.8% |
| 3Y | -8.1% | +50.4% | -58.4% | -21.3% |
| 5Y | +32.2% | +37.2% | -5.0% | +15.5% |
| All | +663.1% | +115.4% | +547.7% | +484.2% |
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