-77.5%
APTV vs PRU
+42.1%
-119.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -1.7% | +3.6% | -5.4% | -4.4% |
| 30D | -11.6% | +8.9% | -20.5% | -17.3% |
| 3M | -21.2% | +0.2% | -21.4% | -21.4% |
| 6M | -28.5% | +23.7% | -52.3% | -40.0% |
| YTD | -49.1% | +13.7% | -62.8% | -54.6% |
| 1Y | -52.2% | +20.6% | -72.8% | -59.5% |
| 3Y | -48.6% | +56.3% | -105.0% | -67.0% |
| All | -77.5% | +42.1% | -119.6% | -84.3% |
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