+717.6%
AU vs PRU
+135.5%
+582.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +0.6% | -1.9% | +2.5% | +0.7% |
| 30D | +12.3% | -2.6% | +14.9% | +12.3% |
| 3M | +29.4% | +14.7% | +14.6% | +29.2% |
| 6M | +3.2% | +25.7% | -22.5% | +3.0% |
| YTD | +31.8% | +8.3% | +23.5% | +31.5% |
| 1Y | +83.4% | +17.3% | +66.1% | +83.0% |
| 3Y | +623.1% | +43.2% | +579.9% | +621.7% |
| 5Y | +700.5% | +43.5% | +657.0% | +701.3% |
| 10Y | +717.6% | +134.6% | +583.0% | +662.6% |
| All | +717.6% | +135.5% | +582.0% | +662.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling