+363.8%
ALL vs PRU
+115.4%
+248.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.5% |
| 7D | -3.9% | +3.2% | -7.0% | -5.3% |
| 30D | +10.6% | +7.9% | +2.7% | +6.7% |
| 3M | -4.6% | +1.8% | -6.3% | -5.4% |
| 6M | +20.2% | +24.1% | -3.9% | +8.4% |
| YTD | +23.7% | +12.4% | +11.3% | +16.0% |
| 1Y | +27.9% | +20.9% | +7.0% | +15.7% |
| 3Y | +109.2% | +55.5% | +53.7% | +65.1% |
| 5Y | +148.0% | +42.7% | +105.3% | +101.5% |
| 10Y | +363.8% | +106.1% | +257.6% | +196.5% |
| All | +363.8% | +115.4% | +248.4% | +196.5% |
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