+5.8%
APA vs PRU
+47.2%
-41.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | +0.5% | +1.9% | -1.3% | -0.7% |
| 30D | +23.4% | +2.7% | +20.7% | +21.2% |
| 3M | +12.7% | +19.5% | -6.8% | +0.1% |
| 6M | +39.4% | +26.6% | +12.8% | +17.6% |
| YTD | +79.0% | +12.3% | +66.6% | +64.4% |
| 1Y | +88.8% | +18.0% | +70.8% | +65.7% |
| All | +5.8% | +47.2% | -41.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling