+782.4%
AU vs PRU
+806.6%
-24.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.2% |
| 3M | +19.1% | +19.5% | -0.4% | +15.4% |
| 6M | -0.2% | +26.6% | -26.8% | -4.1% |
| YTD | +32.5% | +12.3% | +20.1% | +29.5% |
| 1Y | +96.9% | +18.0% | +78.9% | +90.8% |
| 3Y | +614.7% | +47.0% | +567.7% | +560.1% |
| 5Y | +647.7% | +48.4% | +599.3% | +581.6% |
| 10Y | +679.2% | +142.4% | +536.8% | +495.3% |
| All | +782.4% | +806.6% | -24.1% | +345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling