+419.7%
STT vs PRU
+809.8%
-390.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -2.6% |
| 7D | -4.9% | +4.8% | -9.7% | -7.8% |
| 30D | -6.0% | +7.9% | -13.8% | -10.7% |
| 3M | -11.7% | +3.1% | -14.8% | -13.7% |
| 6M | +11.7% | +25.2% | -13.5% | -4.0% |
| YTD | +30.4% | +12.7% | +17.7% | +19.4% |
| 1Y | +43.9% | +23.5% | +20.5% | +24.2% |
| 3Y | +165.4% | +50.6% | +114.8% | +99.8% |
| 5Y | +101.0% | +40.9% | +60.1% | +59.7% |
| 10Y | +210.7% | +125.5% | +85.2% | +77.5% |
| All | +419.7% | +809.8% | -390.1% | +0.9% |
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