+194.0%
STT vs PRU
+99.2%
+94.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.9% |
| 7D | +4.8% | +3.6% | +1.2% | +2.0% |
| 30D | +3.9% | +8.9% | -4.9% | -2.9% |
| 3M | -8.2% | +0.2% | -8.3% | -8.7% |
| 6M | +15.6% | +23.7% | -8.1% | -2.6% |
| YTD | +37.6% | +13.7% | +23.9% | +22.9% |
| 1Y | +50.1% | +20.6% | +29.5% | +28.0% |
| 3Y | +183.1% | +56.3% | +126.7% | +93.9% |
| 5Y | +104.8% | +42.3% | +62.5% | +51.6% |
| All | +194.0% | +99.2% | +94.7% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling