+83.4%
AU vs PRU
+16.8%
+66.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +12.3% | -2.6% | +14.9% | +12.7% |
| 3M | +29.4% | +14.7% | +14.6% | +23.7% |
| 6M | +3.2% | +25.7% | -22.5% | -2.9% |
| YTD | +31.8% | +8.3% | +23.5% | +21.7% |
| 1Y | +83.4% | +17.3% | +66.1% | +71.2% |
| All | +83.4% | +16.8% | +66.6% | +71.2% |
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