+45.3%
AR vs PRU
+115.4%
-70.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +1.0% |
| 7D | -14.3% | +2.4% | -16.7% | -16.2% |
| 30D | +1.4% | +6.1% | -4.7% | -3.5% |
| 3M | +3.4% | -0.7% | +4.1% | +2.8% |
| 6M | -2.1% | +22.1% | -24.1% | -16.3% |
| YTD | +4.7% | +9.8% | -5.1% | -5.4% |
| 1Y | +10.6% | +19.4% | -8.8% | -6.2% |
| 3Y | +24.6% | +50.4% | -25.8% | -13.9% |
| 5Y | +71.9% | +37.2% | +34.7% | +26.1% |
| All | +45.3% | +115.4% | -70.0% | -20.0% |
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