+2,728.2%
SOXX vs PRU
+786.9%
+1,941.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.4% |
| 7D | +5.6% | +1.9% | +3.7% | +4.8% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | -7.5% | +16.4% | -23.9% | -13.0% |
| 6M | +63.5% | +26.0% | +37.5% | +49.1% |
| YTD | +75.7% | +9.9% | +65.7% | +68.2% |
| 1Y | +113.3% | +18.8% | +94.6% | +98.2% |
| 3Y | +227.4% | +45.4% | +182.1% | +181.8% |
| 5Y | +256.2% | +45.6% | +210.6% | +206.4% |
| 10Y | +1,512.5% | +139.6% | +1,372.9% | +1,005.5% |
| All | +2,728.2% | +786.9% | +1,941.2% | +556.6% |
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