+244.8%
SOXX vs PRU
+43.4%
+201.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +3.0% | -3.8% | +6.9% | +5.3% |
| 30D | -3.1% | -2.0% | -1.1% | -2.2% |
| 3M | -4.4% | +14.0% | -18.4% | -12.4% |
| 6M | +52.9% | +27.2% | +25.6% | +30.0% |
| YTD | +72.0% | +9.1% | +62.9% | +60.5% |
| 1Y | +105.1% | +18.1% | +87.0% | +81.2% |
| 3Y | +220.6% | +44.3% | +176.4% | +141.5% |
| 5Y | +244.8% | +45.7% | +199.1% | +161.4% |
| All | +244.8% | +43.4% | +201.4% | +161.4% |
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