+54.5%
AR vs PRU
+107.2%
-52.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +2.0% |
| 7D | -5.8% | +3.8% | -9.5% | -8.6% |
| 30D | +4.8% | +9.0% | -4.2% | -2.1% |
| 3M | +1.5% | +2.1% | -0.6% | -1.0% |
| 6M | +4.7% | +25.4% | -20.7% | -12.2% |
| YTD | +9.2% | +13.5% | -4.3% | -3.6% |
| 1Y | +11.2% | +21.3% | -10.2% | -6.8% |
| 3Y | +46.2% | +55.1% | -8.9% | -1.3% |
| 5Y | +98.1% | +43.6% | +54.5% | +40.4% |
| 10Y | +54.5% | +99.2% | -44.7% | -21.5% |
| All | +54.5% | +107.2% | -52.7% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling