+69.8%
APA vs PRU
+36.1%
+33.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +4.4% |
| 7D | -15.5% | +2.4% | -17.9% | -17.6% |
| 30D | +2.4% | +6.1% | -3.7% | -3.0% |
| 3M | +22.8% | -0.7% | +23.5% | +21.7% |
| 6M | +17.9% | +22.1% | -4.1% | -0.8% |
| YTD | +87.7% | +9.8% | +77.9% | +69.0% |
| 1Y | +94.2% | +19.4% | +74.8% | +62.3% |
| 3Y | +27.2% | +50.4% | -23.2% | -13.9% |
| All | +69.8% | +36.1% | +33.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling