-24.2%
AR vs PRU
+172.7%
-196.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +2.5% | +1.9% | +0.6% | +1.2% |
| 30D | +14.8% | +2.7% | +12.1% | +12.6% |
| 3M | +6.2% | +19.5% | -13.2% | -5.9% |
| 6M | +4.3% | +26.6% | -22.4% | -12.1% |
| YTD | +14.4% | +12.3% | +2.0% | +3.4% |
| 1Y | +21.3% | +18.0% | +3.3% | +5.6% |
| 3Y | +39.8% | +47.0% | -7.2% | +2.3% |
| 5Y | +142.1% | +48.4% | +93.6% | +75.8% |
| 10Y | +52.0% | +142.4% | -90.4% | -20.7% |
| All | -24.2% | +172.7% | -196.9% | -59.5% |
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 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