-68.2%
APTV vs PRU
+48.6%
-116.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.8% |
| 7D | +4.8% | +1.9% | +2.9% | +3.3% |
| 30D | +2.0% | +2.7% | -0.7% | -0.2% |
| 3M | -34.2% | +19.5% | -53.7% | -43.1% |
| 6M | -34.7% | +26.6% | -61.3% | -46.4% |
| YTD | -37.0% | +12.3% | -49.3% | -43.3% |
| 1Y | -40.4% | +18.0% | -58.4% | -48.7% |
| 3Y | -54.1% | +47.0% | -101.1% | -68.6% |
| All | -68.2% | +48.6% | -116.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling