-46.5%
APTV vs PRU
+27.9%
-74.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -1.9% | +1.8% |
| 7D | -1.9% | +9.8% | -11.6% | -5.7% |
| 30D | -1.4% | +11.6% | -13.0% | -5.9% |
| 3M | -9.3% | +3.7% | -13.0% | -11.0% |
| 6M | -27.3% | +33.0% | -60.3% | -35.4% |
| YTD | -43.1% | +16.6% | -59.7% | -46.0% |
| 1Y | -46.5% | +26.9% | -73.4% | -52.9% |
| All | -46.5% | +27.9% | -74.4% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling