+1,511.2%
AXP vs PRU
+809.8%
+701.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.4% |
| 7D | +0.4% | +4.8% | -4.4% | -2.3% |
| 30D | +7.0% | +7.9% | -0.8% | +2.4% |
| 3M | -6.6% | +3.1% | -9.7% | -8.4% |
| 6M | +3.5% | +25.2% | -21.8% | -9.3% |
| YTD | -11.2% | +12.7% | -23.9% | -17.7% |
| 1Y | -10.2% | +23.5% | -33.6% | -20.9% |
| 3Y | +120.0% | +50.6% | +69.5% | +73.6% |
| 5Y | +95.6% | +40.9% | +54.7% | +60.7% |
| 10Y | +468.1% | +125.5% | +342.7% | +251.4% |
| All | +1,511.2% | +809.8% | +701.4% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling