-47.0%
APTV vs PRU
+46.4%
-93.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -1.8% |
| 7D | -10.2% | +2.4% | -12.6% | -11.4% |
| 30D | -10.8% | +6.1% | -16.9% | -14.0% |
| 3M | -14.8% | -0.7% | -14.1% | -14.4% |
| 6M | -30.6% | +22.1% | -52.6% | -39.0% |
| YTD | -48.2% | +9.8% | -57.9% | -51.4% |
| 1Y | -52.0% | +19.4% | -71.3% | -57.5% |
| 3Y | -47.0% | +50.4% | -97.4% | -64.5% |
| All | -47.0% | +46.4% | -93.5% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling