+107.5%
STLD vs PRU
+46.4%
+61.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.9% |
| 7D | -11.1% | +2.4% | -13.5% | -12.4% |
| 30D | -4.8% | +6.1% | -10.9% | -8.3% |
| 3M | -14.6% | -0.7% | -13.8% | -14.5% |
| 6M | -7.4% | +22.1% | -29.5% | -18.0% |
| YTD | +32.6% | +9.8% | +22.8% | +24.0% |
| 1Y | +47.3% | +19.4% | +28.0% | +30.2% |
| 3Y | +107.5% | +50.4% | +57.2% | +47.7% |
| All | +107.5% | +46.4% | +61.1% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling