+5,781.8%
APH vs PRU
+806.6%
+4,975.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.8% | -51.5% | -49.1% |
| 7D | -48.7% | +1.4% | -50.1% | -49.6% |
| 30D | -51.9% | +2.7% | -54.7% | -53.0% |
| 3M | -43.6% | +19.5% | -63.0% | -47.9% |
| 6M | -37.5% | +26.6% | -64.2% | -43.6% |
| YTD | -38.6% | +12.3% | -51.0% | -42.3% |
| 1Y | -26.3% | +18.0% | -44.4% | -32.1% |
| 3Y | +89.2% | +47.0% | +42.2% | +60.0% |
| 5Y | +119.8% | +48.4% | +71.4% | +83.8% |
| 10Y | +454.3% | +142.4% | +311.8% | +270.4% |
| All | +5,781.8% | +806.6% | +4,975.2% | +1,680.6% |
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 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