+46.1%
ASML vs PRU
+27.9%
+18.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.6% | -10.2% | -4.0% |
| 7D | -10.0% | +9.8% | -19.8% | -10.7% |
| 30D | -19.4% | +11.6% | -31.0% | -20.3% |
| 3M | -12.5% | +3.7% | -16.2% | -12.3% |
| 6M | +8.2% | +33.0% | -24.7% | -1.4% |
| YTD | +40.7% | +16.6% | +24.1% | +30.8% |
| 1Y | +46.1% | +26.9% | +19.2% | +40.1% |
| All | +46.1% | +27.9% | +18.3% | +40.1% |
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