+190.7%
APD vs PRU
+102.7%
+88.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.2% | -2.8% | +1.7% | 0.0% |
| 30D | +11.0% | +8.5% | +2.5% | +7.2% |
| 3M | +2.6% | +1.7% | +0.8% | +1.6% |
| 6M | +4.8% | +24.8% | -19.9% | -5.0% |
| YTD | +31.0% | +13.3% | +17.7% | +22.9% |
| 1Y | +23.4% | +21.4% | +2.0% | +12.3% |
| 3Y | +28.4% | +54.8% | -26.4% | +3.2% |
| 5Y | +15.2% | +42.4% | -27.2% | -5.7% |
| 10Y | +190.7% | +98.4% | +92.2% | +87.4% |
| All | +190.7% | +102.7% | +88.0% | +87.4% |
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 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