+2,022.6%
STRL vs PRU
+48.6%
+1,974.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.4% |
| 7D | +3.4% | +1.9% | +1.5% | +2.1% |
| 30D | -9.2% | +2.7% | -12.0% | -10.9% |
| 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% | +44.3% |
| 1Y | +68.5% | +18.0% | +50.5% | +47.7% |
| 3Y | +485.2% | +47.0% | +438.2% | +332.5% |
| All | +2,022.6% | +48.6% | +1,974.0% | +1,402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling