+222.7%
B vs PRU
+102.7%
+120.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -2.8% | +0.2% | -2.5% |
| 30D | -4.3% | +8.5% | -12.8% | -4.9% |
| 3M | -2.3% | +1.7% | -4.0% | -2.4% |
| 6M | -16.2% | +24.8% | -41.0% | -17.6% |
| YTD | -8.8% | +13.3% | -22.1% | -9.8% |
| 1Y | +11.4% | +21.4% | -10.0% | +9.7% |
| 3Y | +174.3% | +54.8% | +119.5% | +166.7% |
| 5Y | +116.2% | +42.4% | +73.8% | +110.8% |
| 10Y | +222.7% | +98.4% | +124.3% | +218.7% |
| All | +222.7% | +102.7% | +120.1% | +218.7% |
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 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