+1,235.5%
APD vs PRU
+809.8%
+425.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.9% |
| 7D | -0.7% | +4.8% | -5.5% | -2.3% |
| 30D | +10.1% | +7.9% | +2.3% | +7.4% |
| 3M | +4.9% | +3.1% | +1.8% | +3.7% |
| 6M | +2.5% | +25.2% | -22.8% | -5.1% |
| YTD | +27.8% | +12.7% | +15.0% | +21.8% |
| 1Y | +32.9% | +23.5% | +9.4% | +23.0% |
| 3Y | +13.4% | +50.6% | -37.2% | -2.6% |
| 5Y | +12.8% | +40.9% | -28.0% | -2.1% |
| 10Y | +194.6% | +125.5% | +69.1% | +108.3% |
| All | +1,235.5% | +809.8% | +425.7% | +322.0% |
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