+111.1%
AXP vs PRU
+47.2%
+63.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.4% |
| 7D | -2.1% | +1.9% | -4.0% | -3.5% |
| 30D | -6.5% | +2.7% | -9.3% | -8.4% |
| 3M | +4.6% | +19.5% | -14.8% | -8.5% |
| 6M | +5.4% | +26.6% | -21.2% | -12.3% |
| YTD | -11.1% | +12.3% | -23.5% | -19.2% |
| 1Y | -0.3% | +18.0% | -18.4% | -13.0% |
| All | +111.1% | +47.2% | +63.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling