+267.4%
STT vs PRU
+142.7%
+124.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.9% |
| 7D | +0.5% | +1.9% | -1.4% | -1.0% |
| 30D | +3.9% | +2.7% | +1.1% | +1.7% |
| 3M | +20.0% | +19.5% | +0.5% | +4.3% |
| 6M | +55.3% | +26.6% | +28.7% | +28.5% |
| YTD | +53.3% | +12.3% | +41.0% | +38.8% |
| 1Y | +74.7% | +18.0% | +56.7% | +51.9% |
| 3Y | +205.8% | +47.0% | +158.8% | +120.6% |
| 5Y | +145.0% | +48.4% | +96.6% | +76.8% |
| All | +267.4% | +142.7% | +124.7% | +69.1% |
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