+12.3%
AR vs PRU
+20.5%
-8.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +3.1% | +7.9% | -4.8% | +4.6% |
| 3M | +3.3% | +0.9% | +2.4% | +3.8% |
| 6M | +6.6% | +22.4% | -15.8% | +12.3% |
| YTD | +12.3% | +12.7% | -0.4% | +16.9% |
| 1Y | +12.3% | +19.6% | -7.2% | +15.3% |
| All | +12.3% | +20.5% | -8.1% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling