+1,081.9%
STLD vs PRU
+142.7%
+939.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.9% |
| 7D | +3.1% | +1.9% | +1.3% | +1.8% |
| 30D | -9.0% | +2.7% | -11.7% | -10.6% |
| 3M | -12.4% | +19.5% | -31.8% | -22.7% |
| 6M | +25.5% | +26.6% | -1.1% | +5.8% |
| YTD | +43.6% | +12.3% | +31.3% | +30.7% |
| 1Y | +87.2% | +18.0% | +69.1% | +63.6% |
| 3Y | +135.2% | +47.0% | +88.2% | +73.0% |
| 5Y | +290.9% | +48.4% | +242.4% | +183.5% |
| All | +1,081.9% | +142.7% | +939.2% | +447.0% |
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