-55.4%
APP vs PRU
+27.9%
-83.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +5.6% |
| 7D | +4.5% | +9.8% | -5.2% | -2.3% |
| 30D | -3.6% | +11.6% | -15.2% | -11.1% |
| 3M | -35.3% | +3.7% | -38.9% | -37.3% |
| 6M | -42.8% | +33.0% | -75.8% | -55.8% |
| YTD | -59.7% | +16.6% | -76.3% | -65.6% |
| 1Y | -55.4% | +26.9% | -82.3% | -63.0% |
| All | -55.4% | +27.9% | -83.2% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling