+570.0%
AVGO vs PRU
+42.1%
+527.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.2% |
| 7D | +18.2% | +3.6% | +14.5% | +16.4% |
| 30D | +0.2% | +8.9% | -8.6% | -3.5% |
| 3M | -16.8% | +0.2% | -17.0% | -17.1% |
| 6M | -16.5% | +23.7% | -40.2% | -25.0% |
| YTD | +0.8% | +13.7% | -12.9% | -6.3% |
| 1Y | +2.8% | +20.6% | -17.8% | -7.3% |
| 3Y | +278.5% | +56.3% | +222.2% | +186.3% |
| All | +570.0% | +42.1% | +527.9% | +442.9% |
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