+504.0%
STRL vs PRU
+47.2%
+456.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.1% |
| 30D | -9.2% | +2.7% | -12.0% | -10.8% |
| 3M | -51.0% | +19.5% | -70.5% | -56.9% |
| 6M | +15.8% | +26.6% | -10.9% | -1.9% |
| YTD | +58.9% | +12.3% | +46.5% | +43.8% |
| 1Y | +68.5% | +18.0% | +50.5% | +47.3% |
| All | +504.0% | +47.2% | +456.9% | +314.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling