+8,757.3%
STX vs PRU
+721.3%
+8,036.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.3% | -13.0% | -15.0% |
| 7D | -33.4% | +4.8% | -38.2% | -34.7% |
| 30D | -42.1% | +7.9% | -49.9% | -44.0% |
| 3M | -44.3% | +3.1% | -47.4% | -45.2% |
| 6M | -39.4% | +25.2% | -64.6% | -45.1% |
| YTD | +70.0% | +12.7% | +57.2% | +59.5% |
| 1Y | +70.2% | +23.5% | +46.7% | +54.2% |
| 3Y | +585.2% | +50.6% | +534.6% | +470.4% |
| 5Y | +455.7% | +40.9% | +414.8% | +372.6% |
| 10Y | +2,007.9% | +125.5% | +1,882.4% | +1,316.0% |
| All | +8,757.3% | +721.3% | +8,036.0% | +2,339.8% |
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 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