+252.8%
ADSK vs PRU
+97.4%
+155.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +12.6% | +7.9% | +4.7% | +8.8% |
| 3M | +4.0% | +0.9% | +3.1% | +3.6% |
| 6M | +10.5% | +22.4% | -11.9% | +0.6% |
| YTD | -12.3% | +12.7% | -25.0% | -17.7% |
| 1Y | -14.0% | +19.6% | -33.6% | -21.5% |
| 3Y | +23.2% | +54.0% | -30.8% | -1.4% |
| 5Y | -21.2% | +41.0% | -62.2% | -34.8% |
| All | +252.8% | +97.4% | +155.4% | +132.9% |
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 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