+16.5%
SNPS vs PRU
+20.8%
-4.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.1% |
| 7D | +0.2% | +3.2% | -3.0% | -0.5% |
| 30D | -8.4% | +7.9% | -16.4% | -10.3% |
| 3M | +12.3% | +1.8% | +10.5% | +12.1% |
| 6M | -9.6% | +24.1% | -33.7% | -17.1% |
| YTD | -0.6% | +12.4% | -13.0% | -6.4% |
| All | +16.5% | +20.8% | -4.3% | +8.6% |
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