+48.7%
ADP vs PRU
+42.1%
+6.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +0.7% |
| 30D | +10.6% | +8.9% | +1.7% | +6.8% |
| 3M | +12.9% | +0.2% | +12.7% | +12.6% |
| 6M | +50.6% | +23.7% | +26.9% | +38.4% |
| YTD | +23.2% | +13.7% | +9.4% | +16.5% |
| 1Y | +25.3% | +20.6% | +4.6% | +15.7% |
| 3Y | +47.1% | +56.3% | -9.2% | +19.0% |
| All | +48.7% | +42.1% | +6.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling