+1,972.8%
STX vs PRU
+99.2%
+1,873.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | +14.6% | +3.6% | +11.0% | +12.8% |
| 30D | -26.0% | +8.9% | -34.8% | -29.1% |
| 3M | -42.6% | +0.2% | -42.8% | -43.0% |
| 6M | -35.3% | +23.7% | -59.0% | -42.3% |
| YTD | +92.5% | +13.7% | +78.7% | +77.4% |
| 1Y | +102.4% | +20.6% | +81.8% | +81.3% |
| 3Y | +673.8% | +56.3% | +617.5% | +502.6% |
| 5Y | +463.1% | +42.3% | +420.7% | +354.5% |
| All | +1,972.8% | +99.2% | +1,873.6% | +1,304.8% |
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 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