+446.2%
APP vs PRU
+64.2%
+381.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.3% | +34.3% | +33.4% |
| 7D | +39.7% | +4.8% | +34.9% | +34.4% |
| 30D | +27.7% | +7.9% | +19.9% | +20.1% |
| 3M | -14.8% | +3.1% | -17.9% | -17.5% |
| 6M | -25.5% | +25.2% | -50.7% | -38.0% |
| YTD | -47.2% | +12.7% | -59.9% | -52.3% |
| 1Y | -42.3% | +23.5% | -65.8% | -51.3% |
| 3Y | +806.8% | +50.6% | +756.2% | +550.2% |
| 5Y | +261.6% | +40.9% | +220.8% | +174.6% |
| All | +446.2% | +64.2% | +381.9% | +325.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling