+391.7%
APP vs PRU
+63.7%
+328.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.9% |
| 7D | +0.9% | +1.9% | -1.0% | -0.6% |
| 30D | -23.3% | +2.7% | -26.0% | -25.1% |
| 3M | -42.6% | +19.5% | -62.1% | -50.1% |
| 6M | -33.6% | +26.6% | -60.2% | -44.9% |
| YTD | -52.4% | +12.3% | -64.8% | -56.7% |
| 1Y | -35.9% | +18.0% | -53.9% | -43.9% |
| 3Y | +642.2% | +47.0% | +595.2% | +444.1% |
| 5Y | +311.1% | +48.4% | +262.7% | +214.7% |
| All | +391.7% | +63.7% | +328.0% | +286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling