+422.5%
STM vs PRU
+115.4%
+307.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.4% |
| 7D | -5.6% | +3.2% | -8.7% | -7.5% |
| 30D | -14.4% | +7.9% | -22.4% | -18.6% |
| 3M | -20.5% | +1.8% | -22.3% | -21.9% |
| 6M | -24.5% | +24.1% | -48.6% | -34.5% |
| YTD | +72.7% | +12.4% | +60.3% | +58.1% |
| 1Y | +91.0% | +20.9% | +70.1% | +67.3% |
| 3Y | +13.5% | +55.5% | -42.0% | -15.0% |
| 5Y | -9.2% | +42.7% | -51.9% | -28.9% |
| 10Y | +422.5% | +106.1% | +316.4% | +264.3% |
| All | +422.5% | +115.4% | +307.1% | +264.3% |
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