+15,171.2%
STRL vs PRU
+809.8%
+14,361.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.3% | -10.6% | -12.6% |
| 7D | -34.6% | +4.8% | -39.4% | -36.2% |
| 30D | -56.7% | +7.9% | -64.5% | -58.2% |
| 3M | -54.4% | +3.1% | -57.5% | -55.4% |
| 6M | -69.7% | +25.2% | -94.9% | -72.6% |
| YTD | -20.2% | +12.7% | -33.0% | -25.0% |
| 1Y | -40.6% | +23.5% | -64.0% | -46.1% |
| 3Y | +221.7% | +50.6% | +171.1% | +170.3% |
| 5Y | +799.0% | +40.9% | +758.1% | +672.9% |
| 10Y | +3,451.5% | +125.5% | +3,326.0% | +2,472.9% |
| All | +15,171.2% | +809.8% | +14,361.4% | +8,028.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling