-15.7%
STM vs PRU
+36.1%
-51.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.1% | +6.1% |
| 7D | -10.7% | +2.4% | -13.1% | -12.4% |
| 30D | -25.7% | +6.1% | -31.9% | -29.1% |
| 3M | -21.6% | -0.7% | -20.8% | -21.9% |
| 6M | -27.8% | +22.1% | -49.9% | -38.0% |
| YTD | +61.8% | +9.8% | +52.0% | +48.3% |
| 1Y | +78.1% | +19.4% | +58.7% | +53.7% |
| 3Y | +4.9% | +50.4% | -45.5% | -25.0% |
| All | -15.7% | +36.1% | -51.9% | -34.5% |
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