+216.5%
AZN vs PRU
+140.2%
+76.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | +1.1% | -1.7% | +2.8% | +1.3% |
| 3M | -12.1% | +13.2% | -25.4% | -14.1% |
| 6M | -17.1% | +28.8% | -45.9% | -20.8% |
| YTD | -12.0% | +9.8% | -21.8% | -13.7% |
| 1Y | -0.2% | +17.4% | -17.6% | -3.3% |
| 3Y | +26.8% | +44.9% | -18.1% | +17.4% |
| 5Y | +56.9% | +46.6% | +10.2% | +43.6% |
| All | +216.5% | +140.2% | +76.3% | +151.3% |
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