+1,507.2%
SOXX vs PRU
+138.7%
+1,368.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +3.0% | -3.8% | +6.9% | +5.0% |
| 30D | -3.1% | -2.0% | -1.1% | -2.3% |
| 3M | -4.4% | +14.0% | -18.4% | -11.1% |
| 6M | +52.9% | +27.2% | +25.6% | +33.9% |
| YTD | +72.0% | +9.1% | +62.9% | +62.5% |
| 1Y | +105.1% | +18.1% | +87.0% | +85.6% |
| 3Y | +220.6% | +44.3% | +176.4% | +160.1% |
| 5Y | +244.8% | +45.7% | +199.1% | +177.5% |
| All | +1,507.2% | +138.7% | +1,368.5% | +937.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling