+214.8%
B vs PRU
+99.2%
+115.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -7.3% | +3.6% | -10.9% | -7.6% |
| 30D | -3.3% | +8.9% | -12.2% | -4.0% |
| 3M | -7.8% | +0.2% | -7.9% | -7.8% |
| 6M | -15.5% | +23.7% | -39.3% | -16.9% |
| YTD | -12.3% | +13.7% | -26.0% | -13.3% |
| 1Y | +5.4% | +20.6% | -15.3% | +3.8% |
| 3Y | +165.5% | +56.3% | +109.2% | +158.1% |
| 5Y | +107.0% | +42.3% | +64.7% | +101.9% |
| All | +214.8% | +99.2% | +115.6% | +208.9% |
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