+30.5%
ALL vs PRU
+22.1%
+8.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | -0.1% | +3.8% | -3.9% | -1.3% |
| 30D | +13.8% | +9.0% | +4.8% | +11.1% |
| 3M | -2.8% | +2.1% | -4.9% | -3.6% |
| 6M | +23.7% | +25.4% | -1.7% | +18.9% |
| YTD | +27.3% | +13.5% | +13.8% | +25.2% |
| 1Y | +30.5% | +21.3% | +9.2% | +26.1% |
| All | +30.5% | +22.1% | +8.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling