+1,421.8%
ALL vs PRU
+806.6%
+615.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | +1.9% | -1.8% | -0.9% |
| 30D | -1.5% | +2.7% | -4.2% | -2.7% |
| 3M | +23.6% | +19.5% | +4.2% | +13.7% |
| 6M | +22.3% | +26.6% | -4.3% | +9.1% |
| YTD | +26.5% | +12.3% | +14.2% | +18.7% |
| 1Y | +27.0% | +18.0% | +9.0% | +16.3% |
| 3Y | +149.6% | +47.0% | +102.6% | +103.1% |
| 5Y | +118.1% | +48.4% | +69.7% | +74.9% |
| 10Y | +369.0% | +142.4% | +226.5% | +173.6% |
| All | +1,421.8% | +806.6% | +615.3% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling