+7,161.0%
STRL vs PRU
+142.7%
+7,018.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.4% |
| 7D | +3.4% | +1.9% | +1.5% | +2.0% |
| 30D | -9.2% | +2.7% | -12.0% | -10.9% |
| 3M | -51.0% | +19.5% | -70.5% | -57.0% |
| 6M | +15.8% | +26.6% | -10.9% | -2.0% |
| YTD | +58.9% | +12.3% | +46.5% | +44.6% |
| 1Y | +68.5% | +18.0% | +50.5% | +47.9% |
| 3Y | +485.2% | +47.0% | +438.2% | +336.6% |
| 5Y | +2,005.1% | +48.4% | +1,956.7% | +1,434.3% |
| All | +7,161.0% | +142.7% | +7,018.4% | +3,648.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling