+1,317.0%
ADI vs PRU
+785.9%
+531.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.2% | +4.6% |
| 7D | +4.6% | -2.3% | +6.8% | +5.4% |
| 30D | -1.2% | -1.7% | +0.6% | -0.7% |
| 3M | -7.8% | +13.2% | -21.1% | -11.9% |
| 6M | +19.3% | +28.8% | -9.4% | +9.0% |
| YTD | +40.9% | +9.8% | +31.1% | +35.5% |
| 1Y | +54.5% | +17.4% | +37.1% | +45.2% |
| 3Y | +123.4% | +44.9% | +78.5% | +96.1% |
| 5Y | +142.3% | +46.6% | +95.7% | +110.8% |
| 10Y | +664.1% | +137.9% | +526.3% | +443.9% |
| All | +1,317.0% | +785.9% | +531.1% | +245.1% |
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