+193.5%
APTV vs PRU
+339.1%
-145.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.7% |
| 7D | +4.8% | +1.9% | +2.9% | +3.6% |
| 30D | +2.0% | +2.7% | -0.7% | +0.2% |
| 3M | -34.2% | +19.5% | -53.7% | -41.6% |
| 6M | -34.7% | +26.6% | -61.3% | -44.5% |
| YTD | -37.0% | +12.3% | -49.3% | -42.3% |
| 1Y | -40.4% | +18.0% | -58.4% | -47.3% |
| 3Y | -54.1% | +47.0% | -101.1% | -65.1% |
| 5Y | -68.0% | +48.4% | -116.4% | -75.6% |
| 10Y | -15.5% | +142.4% | -158.0% | -54.4% |
| All | +193.5% | +339.1% | -145.7% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling