+618.4%
AU vs PRU
+46.6%
+571.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.9% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +12.8% | -0.4% | +13.2% | +12.7% |
| 3M | +28.5% | +16.4% | +12.0% | +25.5% |
| 6M | +4.8% | +26.0% | -21.2% | +1.5% |
| YTD | +31.0% | +9.9% | +21.0% | +27.7% |
| 1Y | +81.4% | +18.8% | +62.7% | +75.7% |
| 3Y | +618.4% | +45.4% | +573.1% | +506.2% |
| All | +618.4% | +46.6% | +571.8% | +506.2% |
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 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