+214.2%
ADSK vs PRU
+138.7%
+75.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.1% |
| 7D | -10.9% | -3.8% | -7.1% | -9.3% |
| 30D | -15.9% | -2.0% | -13.9% | -15.1% |
| 3M | -4.4% | +14.0% | -18.3% | -9.9% |
| 6M | -16.6% | +27.2% | -43.9% | -25.6% |
| YTD | -28.5% | +9.1% | -37.6% | -31.8% |
| 1Y | -34.6% | +18.1% | -52.7% | -40.1% |
| 3Y | -3.5% | +44.3% | -47.7% | -20.4% |
| 5Y | -25.6% | +45.7% | -71.3% | -39.3% |
| All | +214.2% | +138.7% | +75.5% | +89.0% |
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