+503.1%
SYY vs PRU
+785.9%
-282.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.8% |
| 7D | -7.3% | +2.4% | -9.7% | -7.9% |
| 30D | +0.1% | +6.1% | -6.0% | -1.5% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | +6.3% | +22.1% | -15.8% | +0.5% |
| YTD | +7.3% | +9.8% | -2.5% | +4.0% |
| 1Y | +8.5% | +19.4% | -10.9% | +2.8% |
| 3Y | +24.9% | +50.4% | -25.4% | +10.0% |
| 5Y | +8.0% | +37.2% | -29.1% | -3.1% |
| 10Y | +107.2% | +119.5% | -12.3% | +62.4% |
| All | +503.1% | +785.9% | -282.8% | +166.4% |
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