+267.2%
STLD vs PRU
+38.4%
+228.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.3% | -4.3% | -5.4% |
| 7D | -12.5% | +4.8% | -17.3% | -15.3% |
| 30D | -6.8% | +7.9% | -14.7% | -11.9% |
| 3M | -16.4% | +3.1% | -19.5% | -18.5% |
| 6M | -6.1% | +25.2% | -31.3% | -20.2% |
| YTD | +32.0% | +12.7% | +19.2% | +19.5% |
| 1Y | +45.5% | +23.5% | +22.0% | +23.1% |
| 3Y | +106.5% | +50.6% | +55.9% | +45.9% |
| 5Y | +267.2% | +40.9% | +226.3% | +166.2% |
| All | +267.2% | +38.4% | +228.8% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling