+117.9%
ASML vs PRU
+50.4%
+67.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.1% |
| 7D | -19.0% | +4.8% | -23.8% | -20.4% |
| 30D | -25.9% | +7.9% | -33.8% | -28.1% |
| 3M | -19.1% | +3.1% | -22.1% | -20.2% |
| 6M | -5.7% | +25.2% | -31.0% | -15.3% |
| YTD | +27.6% | +12.7% | +14.8% | +19.7% |
| 1Y | +30.8% | +23.5% | +7.3% | +17.6% |
| All | +117.9% | +50.4% | +67.5% | +64.0% |
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 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