+1,347.9%
SNPS vs PRU
+806.6%
+541.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | +1.9% | -12.9% | -11.4% |
| 30D | -1.7% | +2.7% | -4.5% | -2.4% |
| 3M | -20.4% | +19.5% | -39.8% | -24.0% |
| 6M | -8.6% | +26.6% | -35.3% | -14.1% |
| YTD | -16.2% | +12.3% | -28.5% | -18.8% |
| 1Y | -34.6% | +18.0% | -52.6% | -37.4% |
| 3Y | -14.5% | +47.0% | -61.5% | -22.7% |
| 5Y | +17.0% | +48.4% | -31.4% | +4.9% |
| 10Y | +560.0% | +142.4% | +417.6% | +399.2% |
| All | +1,347.9% | +806.6% | +541.4% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling