+704.0%
AU vs PRU
+806.8%
-102.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +6.5% |
| 7D | +20.8% | +3.2% | +17.6% | +20.2% |
| 30D | +5.5% | +7.9% | -2.4% | +4.2% |
| 3M | +3.9% | +1.8% | +2.1% | +3.5% |
| 6M | -5.4% | +24.1% | -29.6% | -8.9% |
| YTD | +20.7% | +12.4% | +8.3% | +18.0% |
| 1Y | +49.8% | +20.9% | +28.9% | +44.7% |
| 3Y | +565.6% | +55.5% | +510.2% | +508.8% |
| 5Y | +500.4% | +42.7% | +457.7% | +451.5% |
| 10Y | +795.4% | +106.1% | +689.3% | +609.5% |
| All | +704.0% | +806.8% | -102.8% | +306.0% |
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