+523.7%
SYY vs PRU
+806.6%
-282.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -2.3% | +1.9% | -4.2% | -2.8% |
| 30D | -4.9% | +2.7% | -7.7% | -5.7% |
| 3M | +8.4% | +19.5% | -11.1% | +3.3% |
| 6M | -7.4% | +26.6% | -34.0% | -13.3% |
| YTD | +11.0% | +12.3% | -1.4% | +7.0% |
| 1Y | -0.2% | +18.0% | -18.3% | -5.2% |
| 3Y | +23.8% | +47.0% | -23.3% | +9.7% |
| 5Y | +18.1% | +48.4% | -30.3% | +3.8% |
| 10Y | +94.6% | +142.4% | -47.9% | +49.5% |
| All | +523.7% | +806.6% | -282.8% | +174.0% |
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 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