+374.8%
ALL vs PRU
+115.4%
+259.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.8% | -3.2% |
| 7D | -1.9% | +2.4% | -4.3% | -3.1% |
| 30D | +13.8% | +6.1% | +7.7% | +10.6% |
| 3M | -7.0% | -0.7% | -6.3% | -6.7% |
| 6M | +18.0% | +22.1% | -4.0% | +7.3% |
| YTD | +24.2% | +9.8% | +14.4% | +17.8% |
| 1Y | +31.2% | +19.4% | +11.8% | +19.5% |
| 3Y | +107.5% | +50.4% | +57.2% | +66.5% |
| 5Y | +144.8% | +37.2% | +107.6% | +102.7% |
| All | +374.8% | +115.4% | +259.4% | +208.5% |
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