+52.5%
SOXX vs PRU
+27.9%
+24.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.6% | -9.7% | -3.2% |
| 7D | -13.7% | +9.8% | -23.5% | -13.9% |
| 30D | -23.6% | +11.6% | -35.2% | -24.0% |
| 3M | -16.9% | +3.7% | -20.6% | -16.4% |
| 6M | -2.4% | +33.0% | -35.4% | -9.0% |
| YTD | +49.8% | +16.6% | +33.2% | +42.5% |
| 1Y | +52.5% | +26.9% | +25.6% | +41.7% |
| All | +52.5% | +27.9% | +24.6% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling