+15.7%
STM vs PRU
+47.2%
-31.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.5% |
| 7D | +5.8% | +1.9% | +3.9% | +4.5% |
| 30D | -1.0% | +2.7% | -3.7% | -2.8% |
| 3M | -33.3% | +19.5% | -52.7% | -41.1% |
| 6M | +57.4% | +26.6% | +30.7% | +33.5% |
| YTD | +102.2% | +12.3% | +89.9% | +84.8% |
| 1Y | +99.6% | +18.0% | +81.5% | +75.4% |
| All | +15.7% | +47.2% | -31.4% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling