+1,463.7%
ALL vs PRU
+809.8%
+653.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.7% |
| 7D | +4.2% | +4.8% | -0.6% | +1.9% |
| 30D | +18.9% | +7.9% | +11.1% | +14.7% |
| 3M | +1.2% | +3.1% | -1.9% | -0.3% |
| 6M | +23.2% | +25.2% | -2.0% | +10.7% |
| YTD | +30.0% | +12.7% | +17.3% | +21.7% |
| 1Y | +39.6% | +23.5% | +16.1% | +25.1% |
| 3Y | +115.2% | +50.6% | +64.7% | +73.1% |
| 5Y | +156.2% | +40.9% | +115.4% | +110.4% |
| 10Y | +398.0% | +125.5% | +272.5% | +200.7% |
| All | +1,463.7% | +809.8% | +653.9% | +259.8% |
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