-10.2%
AXP vs PRU
+22.3%
-32.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.6% |
| 7D | +0.4% | +4.8% | -4.4% | -2.0% |
| 30D | +7.0% | +7.9% | -0.8% | +2.9% |
| 3M | -6.6% | +3.1% | -9.7% | -8.2% |
| 6M | +3.5% | +25.2% | -21.8% | -8.3% |
| YTD | -11.2% | +12.7% | -23.9% | -17.6% |
| 1Y | -10.2% | +23.5% | -33.6% | -25.6% |
| All | -10.2% | +22.3% | -32.5% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling