+78.7%
SO vs PRU
+42.1%
+36.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.4% | +3.6% | -2.3% | +0.8% |
| 30D | +4.7% | +8.9% | -4.2% | +3.2% |
| 3M | +1.7% | +0.2% | +1.5% | +1.5% |
| 6M | +2.2% | +23.7% | -21.6% | -1.4% |
| YTD | +10.0% | +13.7% | -3.8% | +7.4% |
| 1Y | +6.0% | +20.6% | -14.6% | +2.4% |
| 3Y | +54.1% | +56.3% | -2.2% | +38.0% |
| All | +78.7% | +42.1% | +36.6% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling