-7.6%
SNPS vs PRU
+55.2%
-62.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.6% |
| 7D | +0.2% | +3.2% | -3.0% | -1.3% |
| 30D | -8.4% | +7.9% | -16.4% | -11.9% |
| 3M | +12.3% | +1.8% | +10.5% | +11.0% |
| 6M | -9.6% | +24.1% | -33.7% | -19.5% |
| YTD | -0.6% | +12.4% | -13.0% | -7.3% |
| 1Y | +18.7% | +20.9% | -2.2% | +6.4% |
| 3Y | -7.6% | +55.5% | -63.0% | -27.7% |
| All | -7.6% | +55.2% | -62.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling