-44.4%
APTV vs PRU
+19.3%
-63.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -3.8% |
| 7D | +2.0% | +1.9% | 0.0% | +1.3% |
| 30D | -7.7% | -0.4% | -7.3% | -7.5% |
| 3M | -34.0% | +16.4% | -50.4% | -37.3% |
| 6M | -37.1% | +26.0% | -63.1% | -42.6% |
| YTD | -39.9% | +9.9% | -49.8% | -41.7% |
| 1Y | -44.4% | +18.8% | -63.2% | -47.2% |
| All | -44.4% | +19.3% | -63.7% | -47.2% |
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