+106.0%
ADM vs PRU
+107.2%
-1.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -1.8% | +3.8% | -5.6% | -3.5% |
| 30D | -13.3% | +9.0% | -22.3% | -16.6% |
| 3M | -13.4% | +2.1% | -15.5% | -14.5% |
| 6M | -9.6% | +25.4% | -35.0% | -18.5% |
| YTD | +23.0% | +13.5% | +9.5% | +15.0% |
| 1Y | +27.4% | +21.3% | +6.0% | +15.6% |
| 3Y | +5.7% | +55.1% | -49.4% | -15.9% |
| 5Y | +22.1% | +43.6% | -21.5% | -1.3% |
| 10Y | +106.0% | +99.2% | +6.7% | +25.1% |
| All | +106.0% | +107.2% | -1.2% | +25.1% |
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 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