+1,967.8%
STX vs PRU
+107.2%
+1,860.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -17.3% | +3.8% | -21.1% | -18.7% |
| 30D | -35.9% | +9.0% | -45.0% | -38.6% |
| 3M | -37.3% | +2.1% | -39.5% | -38.3% |
| 6M | -35.8% | +25.4% | -61.2% | -43.2% |
| YTD | +82.7% | +13.5% | +69.2% | +68.6% |
| 1Y | +71.6% | +21.3% | +50.3% | +53.3% |
| 3Y | +635.3% | +55.1% | +580.2% | +474.8% |
| 5Y | +483.8% | +43.6% | +440.2% | +369.6% |
| 10Y | +1,967.8% | +99.2% | +1,868.5% | +1,315.7% |
| All | +1,967.8% | +107.2% | +1,860.6% | +1,315.7% |
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