+96.5%
STM vs PRU
+27.9%
+68.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.6% | -12.6% | -7.1% |
| 7D | -6.0% | +9.8% | -15.8% | -7.8% |
| 30D | -20.9% | +11.6% | -32.5% | -22.9% |
| 3M | -15.8% | +3.7% | -19.4% | -15.8% |
| 6M | -17.0% | +33.0% | -50.0% | -25.9% |
| YTD | +76.8% | +16.6% | +60.2% | +62.3% |
| 1Y | +96.5% | +26.9% | +69.6% | +67.1% |
| All | +96.5% | +27.9% | +68.6% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling