-64.1%
ADBE vs PRU
+36.1%
-100.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.6% |
| 7D | -4.4% | +2.4% | -6.8% | -5.6% |
| 30D | +2.8% | +6.1% | -3.3% | -0.2% |
| 3M | -8.0% | -0.7% | -7.3% | -7.8% |
| 6M | -4.3% | +22.1% | -26.4% | -13.2% |
| YTD | -31.6% | +9.8% | -41.4% | -35.0% |
| 1Y | -26.9% | +19.4% | -46.2% | -33.3% |
| 3Y | -57.7% | +50.4% | -108.0% | -67.0% |
| All | -64.1% | +36.1% | -100.2% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling