+11.8%
APD vs PRU
+41.4%
-29.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.1% |
| 7D | -1.6% | +3.2% | -4.7% | -2.8% |
| 30D | +10.6% | +7.9% | +2.7% | +7.3% |
| 3M | +2.5% | +1.8% | +0.7% | +1.6% |
| 6M | +6.0% | +24.1% | -18.2% | -3.2% |
| YTD | +28.4% | +12.4% | +16.1% | +21.6% |
| 1Y | +22.2% | +20.9% | +1.2% | +12.1% |
| 3Y | +26.6% | +55.5% | -28.9% | +1.3% |
| 5Y | +11.8% | +42.7% | -30.9% | -8.6% |
| All | +11.8% | +41.4% | -29.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling