+450.8%
STT vs PRU
+814.1%
-363.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | -2.8% | +3.3% | +2.3% |
| 30D | -0.4% | +8.5% | -8.9% | -5.8% |
| 3M | -6.5% | +1.7% | -8.2% | -7.8% |
| 6M | +17.2% | +24.8% | -7.6% | +0.9% |
| YTD | +38.2% | +13.3% | +24.9% | +26.1% |
| 1Y | +49.3% | +21.4% | +27.9% | +30.2% |
| 3Y | +181.9% | +54.8% | +127.1% | +108.5% |
| 5Y | +106.9% | +42.4% | +64.6% | +63.2% |
| 10Y | +203.1% | +98.4% | +104.7% | +87.3% |
| All | +450.8% | +814.1% | -363.4% | +6.6% |
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 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