+799.8%
STLD vs PRU
+102.7%
+697.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -0.5% | -2.8% | +2.4% | +1.6% |
| 30D | -0.1% | +8.5% | -8.6% | -6.1% |
| 3M | -9.2% | +1.7% | -10.9% | -10.8% |
| 6M | +1.8% | +24.8% | -23.0% | -13.6% |
| YTD | +42.1% | +13.3% | +28.9% | +27.8% |
| 1Y | +58.5% | +21.4% | +37.1% | +35.6% |
| 3Y | +128.2% | +54.8% | +73.4% | +61.3% |
| 5Y | +288.2% | +42.4% | +245.9% | +188.6% |
| 10Y | +799.8% | +98.4% | +701.4% | +405.8% |
| All | +799.8% | +102.7% | +697.1% | +405.8% |
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