+10.0%
APD vs PRU
+36.1%
-26.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.6% |
| 30D | +9.6% | +6.1% | +3.5% | +7.0% |
| 3M | +1.6% | -0.7% | +2.4% | +1.7% |
| 6M | +2.2% | +22.1% | -19.9% | -6.0% |
| YTD | +25.9% | +9.8% | +16.1% | +20.3% |
| 1Y | +20.1% | +19.4% | +0.8% | +10.7% |
| 3Y | +12.4% | +50.4% | -38.0% | -8.7% |
| All | +10.0% | +36.1% | -26.2% | -8.8% |
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