+528.8%
APP vs PRU
+63.7%
+465.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.1% |
| 7D | +79.2% | +3.2% | +76.0% | +73.9% |
| 30D | +48.0% | +7.9% | +40.1% | +38.9% |
| 3M | +18.2% | +1.8% | +16.4% | +15.6% |
| 6M | -12.5% | +24.1% | -36.6% | -26.8% |
| YTD | -39.2% | +12.4% | -51.5% | -45.0% |
| 1Y | -33.9% | +20.9% | -54.8% | -43.4% |
| 3Y | +933.3% | +55.5% | +877.8% | +623.8% |
| 5Y | +295.9% | +42.7% | +253.2% | +201.0% |
| All | +528.8% | +63.7% | +465.1% | +390.6% |
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