+740.9%
STLD vs PRU
+99.2%
+641.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.9% |
| 7D | +2.9% | +3.6% | -0.7% | +0.5% |
| 30D | -5.6% | +8.9% | -14.4% | -11.5% |
| 3M | -11.7% | +0.2% | -11.9% | -12.4% |
| 6M | -2.8% | +23.7% | -26.5% | -16.9% |
| YTD | +36.4% | +13.7% | +22.7% | +22.3% |
| 1Y | +50.0% | +20.6% | +29.4% | +28.8% |
| 3Y | +122.3% | +56.3% | +66.0% | +56.0% |
| 5Y | +273.2% | +42.3% | +230.9% | +177.5% |
| All | +740.9% | +99.2% | +641.6% | +374.4% |
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 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