+126.6%
ADM vs PRU
+99.2%
+27.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | +4.2% | +3.6% | +0.6% | +2.6% |
| 30D | -12.8% | +8.9% | -21.7% | -16.2% |
| 3M | -8.5% | +0.2% | -8.6% | -8.9% |
| 6M | -10.9% | +23.7% | -34.6% | -19.2% |
| YTD | +29.4% | +13.7% | +15.7% | +20.9% |
| 1Y | +27.5% | +20.6% | +6.9% | +16.0% |
| 3Y | +10.3% | +56.3% | -46.0% | -12.4% |
| 5Y | +27.4% | +42.3% | -15.0% | +3.4% |
| All | +126.6% | +99.2% | +27.4% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling