-3.2%
ADSK vs PRU
+46.6%
-49.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.7% |
| 7D | -14.3% | +1.9% | -16.2% | -15.0% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | -5.7% | +16.4% | -22.1% | -11.7% |
| 6M | -18.7% | +26.0% | -44.7% | -26.7% |
| YTD | -28.3% | +9.9% | -38.2% | -31.5% |
| 1Y | -35.1% | +18.8% | -53.8% | -40.4% |
| 3Y | -3.2% | +45.3% | -48.5% | -23.1% |
| All | -3.2% | +46.6% | -49.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling