+2,666.1%
ADSK vs PRU
+817.9%
+1,848.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.0% | +3.6% | -2.6% | -0.3% |
| 30D | +14.4% | +8.9% | +5.5% | +10.9% |
| 3M | +2.5% | +0.2% | +2.3% | +2.4% |
| 6M | +14.5% | +23.7% | -9.3% | +5.7% |
| YTD | -10.7% | +13.7% | -24.4% | -15.4% |
| 1Y | -11.0% | +20.6% | -31.6% | -17.6% |
| 3Y | +25.9% | +56.3% | -30.5% | +5.0% |
| 5Y | -19.7% | +42.3% | -62.0% | -30.9% |
| 10Y | +258.2% | +99.3% | +159.0% | +155.6% |
| All | +2,666.1% | +817.9% | +1,848.2% | +741.4% |
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