+227.2%
APA vs PRU
+785.9%
-558.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.9% |
| 7D | -15.5% | +2.4% | -17.9% | -16.8% |
| 30D | +2.4% | +6.1% | -3.7% | -1.1% |
| 3M | +22.8% | -0.7% | +23.5% | +22.2% |
| 6M | +17.9% | +22.1% | -4.1% | +6.1% |
| YTD | +87.7% | +9.8% | +77.9% | +75.7% |
| 1Y | +94.2% | +19.4% | +74.8% | +74.6% |
| 3Y | +27.2% | +50.4% | -23.2% | +3.8% |
| 5Y | +74.1% | +37.2% | +37.0% | +49.3% |
| 10Y | +2.6% | +119.5% | -116.9% | -20.2% |
| All | +227.2% | +785.9% | -558.8% | +33.9% |
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