+313.7%
ADP vs PRU
+115.4%
+198.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | +1.1% | +3.2% | -2.1% | -0.4% |
| 30D | +11.5% | +7.9% | +3.6% | +7.9% |
| 3M | +12.0% | +1.8% | +10.2% | +11.0% |
| 6M | +43.8% | +24.1% | +19.7% | +31.0% |
| YTD | +20.1% | +12.4% | +7.7% | +13.6% |
| 1Y | +22.3% | +20.9% | +1.4% | +12.1% |
| 3Y | +43.3% | +55.5% | -12.2% | +15.4% |
| 5Y | +47.3% | +42.7% | +4.7% | +21.0% |
| 10Y | +313.7% | +106.1% | +207.6% | +163.4% |
| All | +313.7% | +115.4% | +198.3% | +163.4% |
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