+36.9%
APA vs PRU
+56.1%
-19.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | -5.5% | +3.8% | -9.3% | -7.9% |
| 30D | -1.2% | +9.0% | -10.2% | -6.7% |
| 3M | +10.6% | +2.1% | +8.4% | +8.3% |
| 6M | +28.4% | +25.4% | +3.0% | +9.4% |
| YTD | +89.7% | +13.5% | +76.2% | +72.0% |
| 1Y | +90.6% | +21.3% | +69.3% | +62.8% |
| 3Y | +36.9% | +55.1% | -18.2% | -9.7% |
| All | +36.9% | +56.1% | -19.3% | -9.7% |
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