+15.6%
SNPS vs PRU
+20.9%
-5.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +1.1% | +3.6% | -2.6% | +0.2% |
| 30D | -5.2% | +8.9% | -14.0% | -7.3% |
| 3M | +10.6% | +0.2% | +10.4% | +11.2% |
| 6M | -10.6% | +23.7% | -34.4% | -17.7% |
| YTD | -3.1% | +13.7% | -16.8% | -9.0% |
| 1Y | +15.6% | +20.6% | -5.1% | +7.2% |
| All | +15.6% | +20.9% | -5.4% | +7.2% |
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 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