+13,151.1%
STLD vs PRU
+809.8%
+12,341.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.3% | -4.3% | -5.8% |
| 7D | -12.5% | +4.8% | -17.3% | -14.8% |
| 30D | -6.8% | +7.9% | -14.7% | -10.9% |
| 3M | -16.4% | +3.1% | -19.5% | -18.1% |
| 6M | -6.1% | +25.2% | -31.3% | -17.4% |
| YTD | +32.0% | +12.7% | +19.2% | +22.0% |
| 1Y | +45.5% | +23.5% | +22.0% | +28.0% |
| 3Y | +106.5% | +50.6% | +55.9% | +62.2% |
| 5Y | +267.2% | +40.9% | +226.3% | +199.3% |
| 10Y | +878.9% | +125.5% | +753.4% | +512.1% |
| All | +13,151.1% | +809.8% | +12,341.2% | +2,957.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling