+938.5%
ADP vs PRU
+806.6%
+131.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | +1.9% | -5.3% | -3.9% |
| 30D | +2.8% | +2.7% | +0.1% | +2.0% |
| 3M | +20.9% | +19.5% | +1.5% | +15.3% |
| 6M | +29.9% | +26.6% | +3.2% | +21.7% |
| YTD | +9.6% | +12.3% | -2.7% | +6.0% |
| 1Y | -5.3% | +18.0% | -23.3% | -9.7% |
| 3Y | +16.5% | +47.0% | -30.5% | +3.7% |
| 5Y | +49.4% | +48.4% | +1.0% | +31.6% |
| 10Y | +282.2% | +142.4% | +139.8% | +185.6% |
| All | +938.5% | +806.6% | +131.9% | +310.4% |
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 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