+16,011.1%
STX vs PRU
+718.4%
+15,292.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | +1.9% | +0.5% | +1.5% |
| 30D | +1.4% | +2.7% | -1.3% | +0.3% |
| 3M | -8.2% | +19.5% | -27.7% | -14.9% |
| 6M | +127.0% | +26.6% | +100.4% | +105.3% |
| YTD | +209.1% | +12.3% | +196.8% | +192.0% |
| 1Y | +365.4% | +18.0% | +347.4% | +329.6% |
| 3Y | +1,135.4% | +47.0% | +1,088.4% | +942.1% |
| 5Y | +991.5% | +48.4% | +943.1% | +814.5% |
| 10Y | +3,695.8% | +142.4% | +3,553.4% | +2,396.0% |
| All | +16,011.1% | +718.4% | +15,292.7% | +4,365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling