+503.8%
APP vs PRU
+64.2%
+439.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +10.6% | 0.0% | +10.6% | +10.4% |
| 30D | +44.6% | +7.9% | +36.7% | +35.7% |
| 3M | +29.6% | +0.9% | +28.7% | +27.6% |
| 6M | -19.8% | +22.4% | -42.1% | -32.1% |
| YTD | -41.6% | +12.7% | -54.3% | -47.3% |
| 1Y | -32.7% | +19.6% | -52.3% | -42.0% |
| 3Y | +799.0% | +54.0% | +745.0% | +533.4% |
| 5Y | +250.4% | +41.0% | +209.3% | +165.7% |
| All | +503.8% | +64.2% | +439.6% | +370.0% |
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 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