+4.5%
APA vs PRU
+102.7%
-98.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.8% |
| 7D | +5.1% | -2.8% | +7.9% | +7.6% |
| 30D | +0.3% | +8.5% | -8.2% | -8.5% |
| 3M | +15.6% | +1.7% | +13.9% | +11.5% |
| 6M | +28.9% | +24.8% | +4.1% | +1.3% |
| YTD | +96.6% | +13.3% | +83.3% | +65.4% |
| 1Y | +95.5% | +21.4% | +74.1% | +53.3% |
| 3Y | +41.8% | +54.8% | -13.0% | -14.1% |
| 5Y | +85.4% | +42.4% | +43.0% | +19.5% |
| 10Y | +4.5% | +98.4% | -93.9% | -46.3% |
| All | +4.5% | +102.7% | -98.1% | -46.3% |
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