+227.8%
STRL vs PRU
+50.4%
+177.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.3% | -10.6% | -12.3% |
| 7D | -34.6% | +4.8% | -39.4% | -36.5% |
| 30D | -56.7% | +7.9% | -64.5% | -58.7% |
| 3M | -54.4% | +3.1% | -57.5% | -55.6% |
| 6M | -69.7% | +25.2% | -94.9% | -74.3% |
| YTD | -20.2% | +12.7% | -33.0% | -28.3% |
| 1Y | -40.6% | +23.5% | -64.0% | -49.7% |
| All | +227.8% | +50.4% | +177.5% | +81.8% |
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