+167.6%
SYK vs PRU
+138.7%
+28.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.3% |
| 7D | -12.3% | -3.8% | -8.5% | -10.8% |
| 30D | -22.4% | -2.0% | -20.4% | -21.8% |
| 3M | -12.3% | +14.0% | -26.3% | -17.1% |
| 6M | -24.3% | +27.2% | -51.6% | -31.9% |
| YTD | -22.8% | +9.1% | -31.8% | -26.0% |
| 1Y | -28.8% | +18.1% | -46.8% | -34.2% |
| 3Y | -4.0% | +44.3% | -48.2% | -20.7% |
| 5Y | +3.8% | +45.7% | -41.9% | -16.1% |
| All | +167.6% | +138.7% | +28.9% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling