+21.0%
STM vs PRU
+48.6%
-27.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.5% |
| 7D | +5.8% | +1.9% | +3.9% | +4.4% |
| 30D | -1.0% | +2.7% | -3.7% | -2.9% |
| 3M | -33.3% | +19.5% | -52.7% | -41.3% |
| 6M | +57.4% | +26.6% | +30.7% | +32.9% |
| YTD | +102.2% | +12.3% | +89.9% | +84.2% |
| 1Y | +99.6% | +18.0% | +81.5% | +74.9% |
| 3Y | +14.5% | +47.0% | -32.5% | -15.5% |
| All | +21.0% | +48.6% | -27.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling