+90.5%
APH vs PRU
+47.2%
+43.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.8% | -51.5% | -48.8% |
| 7D | -48.7% | +1.4% | -50.1% | -49.3% |
| 30D | -51.9% | +2.7% | -54.7% | -52.7% |
| 3M | -43.6% | +19.5% | -63.0% | -48.0% |
| 6M | -37.5% | +26.6% | -64.2% | -44.1% |
| YTD | -38.6% | +12.3% | -51.0% | -42.3% |
| 1Y | -26.3% | +18.0% | -44.4% | -32.4% |
| All | +90.5% | +47.2% | +43.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling