+588.0%
STX vs PRU
+46.4%
+541.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | -28.5% | +2.4% | -30.9% | -29.0% |
| 30D | -42.9% | +6.1% | -49.0% | -44.1% |
| 3M | -45.9% | -0.7% | -45.2% | -45.9% |
| 6M | -41.3% | +22.1% | -63.4% | -46.7% |
| YTD | +67.9% | +9.8% | +58.2% | +59.2% |
| 1Y | +66.5% | +19.4% | +47.2% | +51.3% |
| 3Y | +588.0% | +50.4% | +537.6% | +431.0% |
| All | +588.0% | +46.4% | +541.5% | +431.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling