+465.1%
STM vs PRU
+99.2%
+365.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | 0.0% |
| 7D | +12.0% | +3.6% | +8.4% | +9.8% |
| 30D | -0.4% | +8.9% | -9.2% | -5.7% |
| 3M | -13.2% | +0.2% | -13.4% | -13.9% |
| 6M | -26.1% | +23.7% | -49.8% | -35.8% |
| YTD | +81.2% | +13.7% | +67.4% | +64.6% |
| 1Y | +98.3% | +20.6% | +77.7% | +73.8% |
| 3Y | +16.7% | +56.3% | -39.6% | -13.0% |
| 5Y | -4.8% | +42.3% | -47.2% | -25.6% |
| All | +465.1% | +99.2% | +365.8% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling