+686.3%
AU vs PRU
+45.5%
+640.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 3M | +28.5% | +16.4% | +12.0% | +25.7% |
| 6M | +4.8% | +26.0% | -21.2% | +1.6% |
| YTD | +31.0% | +9.9% | +21.0% | +28.4% |
| 1Y | +81.4% | +18.8% | +62.7% | +76.3% |
| 3Y | +618.4% | +45.3% | +573.1% | +565.5% |
| 5Y | +686.3% | +45.6% | +640.7% | +644.9% |
| All | +686.3% | +45.5% | +640.8% | +644.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling