+26.9%
ALL vs PRU
+20.8%
+6.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -3.9% | +3.2% | -7.0% | -4.8% |
| 30D | +10.6% | +7.9% | +2.7% | +8.3% |
| 3M | -4.6% | +1.8% | -6.3% | -5.2% |
| 6M | +20.2% | +24.1% | -3.9% | +15.9% |
| YTD | +23.7% | +12.4% | +11.3% | +22.1% |
| All | +26.9% | +20.8% | +6.1% | +22.9% |
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