-30.1%
AR vs PRU
+173.7%
-203.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -0.7% |
| 7D | -11.7% | +4.8% | -16.5% | -14.8% |
| 30D | +1.8% | +7.9% | -6.0% | -3.8% |
| 3M | +6.0% | +3.1% | +2.9% | +3.0% |
| 6M | -7.0% | +25.2% | -32.3% | -21.0% |
| YTD | +5.6% | +12.7% | -7.2% | -5.5% |
| 1Y | +10.8% | +23.5% | -12.7% | -6.9% |
| 3Y | +19.3% | +50.6% | -31.3% | -14.7% |
| 5Y | +73.3% | +40.9% | +32.5% | +29.0% |
| 10Y | +47.6% | +125.5% | -77.9% | -21.3% |
| All | -30.1% | +173.7% | -203.7% | -63.0% |
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 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