+6.6%
ADM vs PRU
+46.4%
-39.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -9.0% | +2.4% | -11.4% | -9.7% |
| 30D | -14.0% | +6.1% | -20.1% | -15.6% |
| 3M | -9.2% | -0.7% | -8.4% | -9.2% |
| 6M | -9.2% | +22.1% | -31.2% | -14.8% |
| YTD | +24.2% | +9.8% | +14.4% | +20.3% |
| 1Y | +27.0% | +19.4% | +7.6% | +19.3% |
| 3Y | +6.6% | +50.4% | -43.8% | -8.4% |
| All | +6.6% | +46.4% | -39.8% | -8.4% |
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 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