+527.5%
APP vs PRU
+65.7%
+461.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.3% |
| 7D | +4.6% | +3.6% | +1.0% | +2.0% |
| 30D | +56.0% | +8.9% | +47.2% | +45.6% |
| 3M | +30.8% | +0.2% | +30.7% | +29.5% |
| 6M | -9.8% | +23.7% | -33.5% | -24.3% |
| YTD | -39.3% | +13.7% | -53.0% | -45.6% |
| 1Y | -26.4% | +20.6% | -47.1% | -37.0% |
| 3Y | +887.9% | +56.3% | +831.6% | +588.7% |
| 5Y | +264.1% | +42.3% | +221.8% | +174.4% |
| All | +527.5% | +65.7% | +461.8% | +385.3% |
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