+117.2%
ALL vs PRU
+50.4%
+66.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.5% |
| 7D | +4.2% | +4.8% | -0.6% | +2.2% |
| 30D | +18.9% | +7.9% | +11.1% | +15.2% |
| 3M | +1.2% | +3.1% | -1.9% | -0.1% |
| 6M | +23.2% | +25.2% | -2.0% | +12.5% |
| YTD | +30.0% | +12.7% | +17.3% | +23.5% |
| 1Y | +39.6% | +23.5% | +16.1% | +27.0% |
| All | +117.2% | +50.4% | +66.9% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling