+2,179.5%
ADSK vs PRU
+806.6%
+1,372.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -7.9% |
| 7D | -16.4% | +1.9% | -18.3% | -17.0% |
| 30D | -9.2% | +2.7% | -11.9% | -10.2% |
| 3M | -6.7% | +19.5% | -26.2% | -12.8% |
| 6M | -15.5% | +26.6% | -42.1% | -22.9% |
| YTD | -26.4% | +12.3% | -38.7% | -30.0% |
| 1Y | -31.9% | +18.0% | -49.9% | -36.5% |
| 3Y | -1.0% | +47.0% | -48.0% | -15.6% |
| 5Y | -24.5% | +48.4% | -73.0% | -36.1% |
| 10Y | +220.4% | +142.4% | +77.9% | +113.3% |
| All | +2,179.5% | +806.6% | +1,372.9% | +596.1% |
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 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