+2,071.0%
STX vs PRU
+115.4%
+1,955.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +8.7% |
| 7D | -14.8% | +3.2% | -17.9% | -16.0% |
| 30D | -35.4% | +7.9% | -43.3% | -37.8% |
| 3M | -37.7% | +1.8% | -39.5% | -38.5% |
| 6M | -35.2% | +24.1% | -59.4% | -42.4% |
| YTD | +84.4% | +12.4% | +72.0% | +70.9% |
| 1Y | +82.3% | +20.9% | +61.3% | +63.0% |
| 3Y | +646.2% | +55.5% | +590.8% | +482.3% |
| 5Y | +487.4% | +42.7% | +444.8% | +373.7% |
| 10Y | +2,071.0% | +106.1% | +1,964.9% | +1,301.1% |
| All | +2,071.0% | +115.4% | +1,955.6% | +1,301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling