+635.3%
STX vs PRU
+56.1%
+579.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -17.3% | +3.8% | -21.1% | -18.1% |
| 30D | -35.9% | +9.0% | -45.0% | -37.8% |
| 3M | -37.3% | +2.1% | -39.5% | -37.8% |
| 6M | -35.8% | +25.4% | -61.2% | -42.1% |
| YTD | +82.7% | +13.5% | +69.2% | +71.4% |
| 1Y | +71.6% | +21.3% | +50.3% | +55.7% |
| 3Y | +635.3% | +55.1% | +580.2% | +453.2% |
| All | +635.3% | +56.1% | +579.1% | +453.2% |
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