+96.4%
SYY vs PRU
+139.4%
-43.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | -2.8% | +1.9% | -4.7% | -3.8% |
| 30D | -5.3% | -0.4% | -4.8% | -5.2% |
| 3M | +5.1% | +16.4% | -11.3% | -3.1% |
| 6M | -5.0% | +26.0% | -31.0% | -16.3% |
| YTD | +10.7% | +9.9% | +0.8% | +4.0% |
| 1Y | +0.7% | +18.8% | -18.1% | -9.5% |
| 3Y | +24.0% | +45.4% | -21.3% | -3.8% |
| 5Y | +19.3% | +45.6% | -26.3% | -10.0% |
| 10Y | +96.4% | +139.6% | -43.2% | +1.1% |
| All | +96.4% | +139.4% | -43.0% | +1.1% |
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