+47.9%
ADP vs PRU
+28.4%
+19.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.7% |
| 7D | +7.4% | +4.8% | +2.6% | +4.6% |
| 30D | +17.1% | +7.9% | +9.2% | +12.4% |
| 3M | +14.4% | +3.1% | +11.4% | +12.2% |
| 6M | +47.9% | +25.2% | +22.7% | +38.5% |
| All | +47.9% | +28.4% | +19.5% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling