+362.0%
ALL vs PRU
+98.4%
+263.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.6% | -2.8% | +0.3% | -1.2% |
| 30D | +12.7% | +8.5% | +4.2% | +8.4% |
| 3M | +0.4% | +1.7% | -1.4% | -0.5% |
| 6M | +23.8% | +24.8% | -1.0% | +11.4% |
| YTD | +27.8% | +13.3% | +14.5% | +19.4% |
| 1Y | +28.9% | +21.4% | +7.5% | +16.4% |
| 3Y | +113.9% | +54.8% | +59.1% | +69.1% |
| 5Y | +157.4% | +42.4% | +115.0% | +109.3% |
| All | +362.0% | +98.4% | +263.6% | +205.7% |
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