+2,584.7%
AVGO vs PRU
+102.7%
+2,482.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +6.1% | -2.8% | +8.9% | +7.6% |
| 30D | -2.7% | +8.5% | -11.2% | -6.2% |
| 3M | -16.9% | +1.7% | -18.6% | -17.8% |
| 6M | -19.1% | +24.8% | -43.9% | -27.4% |
| YTD | +0.3% | +13.3% | -13.0% | -6.5% |
| 1Y | -1.2% | +21.4% | -22.6% | -10.8% |
| 3Y | +272.4% | +54.8% | +217.6% | +195.7% |
| 5Y | +579.0% | +42.4% | +536.7% | +453.9% |
| 10Y | +2,584.7% | +98.4% | +2,486.3% | +1,739.2% |
| All | +2,584.7% | +102.7% | +2,482.1% | +1,739.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling