+99.4%
STT vs PRU
+36.1%
+63.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +2.3% |
| 7D | -2.5% | +2.4% | -4.9% | -4.5% |
| 30D | -5.0% | +6.1% | -11.1% | -9.7% |
| 3M | -10.5% | -0.7% | -9.7% | -10.4% |
| 6M | +10.0% | +22.1% | -12.1% | -7.3% |
| YTD | +30.7% | +9.8% | +20.9% | +19.4% |
| 1Y | +43.8% | +19.4% | +24.4% | +22.4% |
| 3Y | +168.1% | +50.4% | +117.7% | +78.9% |
| All | +99.4% | +36.1% | +63.3% | +47.6% |
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