-12.0%
ADI vs PRU
+20.0%
-32.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.3% |
| 7D | -12.8% | +2.4% | -15.2% | -11.3% |
| 30D | -11.3% | +6.1% | -17.5% | -9.0% |
| 3M | -3.4% | -0.7% | -2.6% | -2.2% |
| 6M | -12.0% | +22.1% | -34.1% | -3.9% |
| All | -12.0% | +20.0% | -32.0% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling