+123.8%
STX vs PRU
+27.9%
+95.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.6% | -14.7% | -6.7% |
| 7D | -20.2% | +9.8% | -29.9% | -18.6% |
| 30D | -37.2% | +11.6% | -48.8% | -35.8% |
| 3M | -34.1% | +3.7% | -37.7% | -32.8% |
| 6M | -24.5% | +33.0% | -57.4% | -25.9% |
| YTD | +102.9% | +16.6% | +86.4% | +97.6% |
| 1Y | +123.8% | +26.9% | +96.9% | +127.8% |
| All | +123.8% | +27.9% | +95.9% | +127.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling