+214.0%
ARM vs PRU
+50.4%
+163.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.3% | -9.8% | -11.2% |
| 7D | -27.1% | +4.8% | -31.9% | -29.0% |
| 30D | -44.9% | +7.9% | -52.8% | -47.4% |
| 3M | -39.3% | +3.1% | -42.4% | -40.5% |
| 6M | -20.2% | +25.2% | -45.4% | -31.4% |
| YTD | +52.5% | +12.7% | +39.8% | +39.3% |
| 1Y | +4.1% | +23.5% | -19.4% | -11.3% |
| All | +214.0% | +50.4% | +163.6% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling