+164.3%
APD vs PRU
+142.7%
+21.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.2% | +1.9% | -4.1% | -3.0% |
| 30D | +2.1% | +2.7% | -0.6% | +0.9% |
| 3M | +7.2% | +19.5% | -12.3% | -0.7% |
| 6M | +11.2% | +26.6% | -15.4% | +0.1% |
| YTD | +24.4% | +12.3% | +12.1% | +17.3% |
| 1Y | +6.7% | +18.0% | -11.4% | -1.6% |
| 3Y | +9.2% | +47.0% | -37.8% | -9.9% |
| 5Y | +27.4% | +48.4% | -21.1% | +2.6% |
| All | +164.3% | +142.7% | +21.6% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling