+1,255.2%
ADI vs PRU
+806.6%
+448.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +0.4% | +1.9% | -1.4% | -0.2% |
| 30D | -3.8% | +2.7% | -6.5% | -4.7% |
| 3M | -15.3% | +19.5% | -34.7% | -20.5% |
| 6M | +6.7% | +26.6% | -20.0% | -2.0% |
| YTD | +34.8% | +12.3% | +22.4% | +28.6% |
| 1Y | +49.0% | +18.0% | +31.0% | +39.7% |
| 3Y | +108.1% | +47.0% | +61.1% | +81.8% |
| 5Y | +142.4% | +48.4% | +94.0% | +110.1% |
| 10Y | +589.9% | +142.4% | +447.5% | +387.9% |
| All | +1,255.2% | +806.6% | +448.6% | +227.6% |
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