+125.2%
STM vs PRU
+809.8%
-684.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.3% | -9.1% | -10.9% |
| 7D | -20.1% | +4.8% | -24.9% | -21.8% |
| 30D | -32.0% | +7.9% | -39.8% | -34.5% |
| 3M | -24.2% | +3.1% | -27.3% | -25.6% |
| 6M | -29.9% | +25.2% | -55.2% | -37.2% |
| YTD | +54.9% | +12.7% | +42.1% | +45.0% |
| 1Y | +68.0% | +23.5% | +44.5% | +50.9% |
| 3Y | -0.1% | +50.6% | -50.7% | -17.9% |
| 5Y | -17.9% | +40.9% | -58.8% | -30.5% |
| 10Y | +392.2% | +125.5% | +266.8% | +224.5% |
| All | +125.2% | +809.8% | -684.7% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling