+1,513.9%
SU vs PRU
+814.1%
+699.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -4.3% | -2.8% | -1.4% | -3.2% |
| 30D | -6.2% | +8.5% | -14.7% | -9.7% |
| 3M | +9.7% | +1.7% | +7.9% | +8.3% |
| 6M | +7.3% | +24.8% | -17.5% | -2.9% |
| YTD | +58.7% | +13.3% | +45.5% | +48.3% |
| 1Y | +59.7% | +21.4% | +38.4% | +44.8% |
| 3Y | +129.2% | +54.8% | +74.4% | +85.3% |
| 5Y | +223.7% | +42.4% | +181.3% | +169.1% |
| 10Y | +235.9% | +98.4% | +137.5% | +140.1% |
| All | +1,513.9% | +814.1% | +699.7% | +443.9% |
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