+193.9%
STM vs PRU
+806.6%
-612.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +5.8% | +1.9% | +3.9% | +4.9% |
| 30D | -1.0% | +2.7% | -3.7% | -2.2% |
| 3M | -33.3% | +19.5% | -52.7% | -38.7% |
| 6M | +57.4% | +26.6% | +30.7% | +41.0% |
| YTD | +102.2% | +12.3% | +89.9% | +90.5% |
| 1Y | +99.6% | +18.0% | +81.5% | +83.5% |
| 3Y | +14.5% | +47.0% | -32.5% | -4.4% |
| 5Y | +21.4% | +48.4% | -27.1% | +0.8% |
| 10Y | +695.0% | +142.4% | +552.5% | +411.3% |
| All | +193.9% | +806.6% | -612.6% | -38.6% |
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