-15.6%
SNPS vs PRU
+47.2%
-62.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -11.0% | +1.9% | -12.9% | -11.8% |
| 30D | -1.7% | +2.7% | -4.5% | -3.1% |
| 3M | -20.4% | +19.5% | -39.8% | -27.5% |
| 6M | -8.6% | +26.6% | -35.3% | -19.5% |
| YTD | -16.2% | +12.3% | -28.5% | -21.5% |
| 1Y | -34.6% | +18.0% | -52.6% | -40.5% |
| All | -15.6% | +47.2% | -62.8% | -32.4% |
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