+500.0%
APP vs PRU
+59.9%
+440.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +11.7% |
| 7D | +71.2% | +2.4% | +68.8% | +66.9% |
| 30D | +39.1% | +6.1% | +33.0% | +32.0% |
| 3M | +16.5% | -0.7% | +17.3% | +15.9% |
| 6M | -16.6% | +22.1% | -38.6% | -29.5% |
| YTD | -41.9% | +9.8% | -51.7% | -46.7% |
| 1Y | -37.0% | +19.4% | -56.4% | -45.7% |
| 3Y | +892.4% | +50.4% | +842.1% | +611.1% |
| 5Y | +297.3% | +37.2% | +260.1% | +206.8% |
| All | +500.0% | +59.9% | +440.1% | +375.6% |
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 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