+3,494.0%
ANET vs PRU
+99.2%
+3,394.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.9% |
| 7D | +15.5% | +3.6% | +11.9% | +13.8% |
| 30D | +1.0% | +8.9% | -7.9% | -2.8% |
| 3M | -3.1% | +0.2% | -3.3% | -3.5% |
| 6M | +40.2% | +23.7% | +16.5% | +27.0% |
| YTD | +50.6% | +13.7% | +36.8% | +40.6% |
| 1Y | +51.4% | +20.6% | +30.8% | +37.8% |
| 3Y | +275.3% | +56.3% | +219.0% | +202.3% |
| 5Y | +500.3% | +42.3% | +458.0% | +397.5% |
| All | +3,494.0% | +99.2% | +3,394.8% | +2,208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling