+296.4%
ARM vs PRU
+44.2%
+252.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.5% |
| 7D | +5.5% | +1.9% | +3.6% | +4.2% |
| 30D | -8.2% | +2.7% | -10.9% | -9.8% |
| 3M | -35.9% | +19.5% | -55.4% | -43.3% |
| 6M | +103.1% | +26.6% | +76.5% | +72.5% |
| YTD | +130.6% | +12.3% | +118.3% | +111.0% |
| 1Y | +86.1% | +18.0% | +68.0% | +63.3% |
| All | +296.4% | +44.2% | +252.3% | +180.3% |
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 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