+102.4%
STX vs PRU
+20.9%
+81.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.0% |
| 7D | +14.6% | +3.6% | +11.0% | +14.8% |
| 30D | -26.0% | +8.9% | -34.8% | -24.7% |
| 3M | -42.6% | +0.2% | -42.8% | -41.8% |
| 6M | -35.3% | +23.7% | -59.0% | -36.2% |
| YTD | +92.5% | +13.7% | +78.7% | +86.1% |
| 1Y | +102.4% | +20.6% | +81.8% | +91.1% |
| All | +102.4% | +20.9% | +81.5% | +91.1% |
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 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