+1,056.3%
ADP vs PRU
+809.8%
+246.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.1% |
| 7D | +7.4% | +4.8% | +2.6% | +6.0% |
| 30D | +17.1% | +7.9% | +9.2% | +14.7% |
| 3M | +14.4% | +3.1% | +11.4% | +13.4% |
| 6M | +47.9% | +25.2% | +22.7% | +39.1% |
| YTD | +22.1% | +12.7% | +9.3% | +17.8% |
| 1Y | +21.8% | +23.5% | -1.7% | +14.7% |
| 3Y | +50.5% | +50.6% | -0.1% | +33.1% |
| 5Y | +49.6% | +40.9% | +8.7% | +33.6% |
| 10Y | +329.3% | +125.5% | +203.8% | +226.0% |
| All | +1,056.3% | +809.8% | +246.5% | +356.3% |
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