+455.5%
AXP vs PRU
+121.2%
+334.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | +0.2% |
| 7D | +0.4% | +4.8% | -4.4% | -3.2% |
| 30D | +7.0% | +7.9% | -0.8% | +0.9% |
| 3M | -6.6% | +3.1% | -9.7% | -9.0% |
| 6M | +3.5% | +25.2% | -21.8% | -13.3% |
| YTD | -11.2% | +12.7% | -23.9% | -20.0% |
| 1Y | -10.2% | +23.5% | -33.6% | -24.5% |
| 3Y | +120.0% | +50.6% | +69.5% | +58.1% |
| 5Y | +95.6% | +40.9% | +54.7% | +47.0% |
| All | +455.5% | +121.2% | +334.3% | +167.0% |
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 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