+156.2%
ALL vs PRU
+38.4%
+117.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.8% |
| 7D | +4.2% | +4.8% | -0.6% | +1.7% |
| 30D | +18.9% | +7.9% | +11.1% | +14.5% |
| 3M | +1.2% | +3.1% | -1.9% | -0.4% |
| 6M | +23.2% | +25.2% | -2.0% | +9.9% |
| YTD | +30.0% | +12.7% | +17.3% | +21.5% |
| 1Y | +39.6% | +23.5% | +16.1% | +24.1% |
| 3Y | +115.2% | +50.6% | +64.7% | +66.2% |
| 5Y | +156.2% | +40.9% | +115.4% | +102.1% |
| All | +156.2% | +38.4% | +117.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling