+211.9%
APA vs PRU
+806.6%
-594.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | +0.5% | +1.9% | -1.3% | -0.4% |
| 30D | +23.4% | +2.7% | +20.7% | +21.8% |
| 3M | +12.7% | +19.5% | -6.8% | +3.3% |
| 6M | +39.4% | +26.6% | +12.8% | +23.4% |
| YTD | +79.0% | +12.3% | +66.6% | +66.9% |
| 1Y | +88.8% | +18.0% | +70.8% | +71.8% |
| 3Y | +6.4% | +47.0% | -40.7% | -11.8% |
| 5Y | +153.0% | +48.4% | +104.6% | +111.7% |
| 10Y | +7.5% | +142.4% | -134.9% | -18.8% |
| All | +211.9% | +806.6% | -594.6% | +27.2% |
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