+218.7%
APA vs PRU
+809.8%
-591.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.8% |
| 7D | -15.6% | +4.8% | -20.4% | -17.8% |
| 30D | -0.9% | +7.9% | -8.8% | -4.9% |
| 3M | +26.1% | +3.1% | +23.0% | +23.4% |
| 6M | +6.1% | +25.2% | -19.1% | -5.6% |
| YTD | +82.8% | +12.7% | +70.1% | +69.2% |
| 1Y | +106.5% | +23.5% | +83.0% | +82.9% |
| 3Y | +21.9% | +50.6% | -28.7% | -0.6% |
| 5Y | +69.7% | +40.9% | +28.8% | +43.8% |
| 10Y | 0.0% | +125.5% | -125.5% | -23.2% |
| All | +218.7% | +809.8% | -591.1% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling