+96.9%
AU vs PRU
+19.0%
+77.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | -3.6% | +1.9% | -5.5% | -3.9% |
| 30D | +23.9% | +2.7% | +21.2% | +23.0% |
| 3M | +19.1% | +19.5% | -0.4% | +13.4% |
| 6M | -0.2% | +26.6% | -26.8% | -6.3% |
| YTD | +32.5% | +12.3% | +20.1% | +21.9% |
| 1Y | +96.9% | +18.0% | +78.9% | +85.2% |
| All | +96.9% | +19.0% | +77.9% | +85.2% |
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