+1,518.8%
SNPS vs PRU
+809.8%
+709.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.1% |
| 7D | -10.2% | +4.8% | -15.0% | -11.3% |
| 30D | -12.8% | +7.9% | -20.7% | -14.6% |
| 3M | +9.9% | +3.1% | +6.8% | +8.8% |
| 6M | -12.4% | +25.2% | -37.6% | -17.5% |
| YTD | -6.3% | +12.7% | -19.0% | -9.5% |
| 1Y | +7.6% | +23.5% | -15.9% | +1.6% |
| 3Y | -9.8% | +50.6% | -60.4% | -19.1% |
| 5Y | +29.2% | +40.9% | -11.6% | +17.1% |
| 10Y | +663.8% | +125.5% | +538.3% | +485.7% |
| All | +1,518.8% | +809.8% | +709.0% | +503.7% |
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