+7.3%
ADM vs PRU
+56.1%
-48.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | -11.8% | +8.5% | -20.3% | -14.0% |
| 3M | -11.3% | +1.7% | -13.0% | -11.9% |
| 6M | -10.0% | +24.8% | -34.8% | -16.1% |
| YTD | +25.9% | +13.3% | +12.6% | +20.9% |
| 1Y | +26.7% | +21.4% | +5.3% | +18.6% |
| All | +7.3% | +56.1% | -48.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling