+239.2%
STRL vs PRU
+46.4%
+192.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.7% |
| 7D | -26.9% | +2.4% | -29.3% | -28.4% |
| 30D | -52.7% | +6.1% | -58.8% | -54.7% |
| 3M | -52.8% | -0.7% | -52.1% | -53.2% |
| 6M | -71.5% | +22.1% | -93.5% | -75.5% |
| YTD | -17.4% | +9.8% | -27.2% | -24.9% |
| 1Y | -35.0% | +19.4% | -54.3% | -44.0% |
| 3Y | +239.2% | +50.4% | +188.9% | +90.4% |
| All | +239.2% | +46.4% | +192.8% | +90.4% |
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