+739.6%
ADM vs PRU
+809.8%
-70.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | -7.5% | +4.8% | -12.3% | -9.0% |
| 30D | -14.3% | +7.9% | -22.1% | -16.5% |
| 3M | -8.6% | +3.1% | -11.7% | -9.7% |
| 6M | -9.9% | +25.2% | -35.1% | -16.5% |
| YTD | +25.1% | +12.7% | +12.4% | +19.3% |
| 1Y | +28.8% | +23.5% | +5.4% | +19.2% |
| 3Y | +6.9% | +50.6% | -43.7% | -8.4% |
| 5Y | +25.9% | +40.9% | -15.0% | +9.2% |
| 10Y | +101.7% | +125.5% | -23.8% | +43.6% |
| All | +739.6% | +809.8% | -70.2% | +225.7% |
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