+511.1%
STT vs PRU
+806.6%
-295.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | +0.5% | +1.9% | -1.4% | -0.7% |
| 30D | +3.9% | +2.7% | +1.1% | +2.0% |
| 3M | +20.0% | +19.5% | +0.5% | +6.6% |
| 6M | +55.3% | +26.6% | +28.7% | +32.4% |
| YTD | +53.3% | +12.3% | +41.0% | +41.1% |
| 1Y | +74.7% | +18.0% | +56.7% | +55.5% |
| 3Y | +205.8% | +47.0% | +158.8% | +134.4% |
| 5Y | +145.0% | +48.4% | +96.6% | +89.0% |
| 10Y | +266.0% | +142.4% | +123.6% | +100.6% |
| All | +511.1% | +806.6% | -295.5% | +19.3% |
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