+99.6%
STM vs PRU
+19.0%
+80.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | +5.8% | +1.9% | +3.9% | +5.1% |
| 30D | -1.0% | +2.7% | -3.7% | -1.9% |
| 3M | -33.3% | +19.5% | -52.7% | -37.8% |
| 6M | +57.4% | +26.6% | +30.7% | +42.3% |
| YTD | +102.2% | +12.3% | +89.9% | +87.7% |
| 1Y | +99.6% | +18.0% | +81.5% | +75.7% |
| All | +99.6% | +19.0% | +80.6% | +75.7% |
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 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