+16.4%
B vs PRU
+22.1%
-5.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.5% |
| 7D | +7.1% | +3.8% | +3.3% | +5.5% |
| 30D | -3.3% | +9.0% | -12.4% | -6.5% |
| 3M | -2.5% | +2.1% | -4.7% | -3.7% |
| 6M | -7.2% | +25.4% | -32.6% | -15.9% |
| YTD | -7.4% | +13.5% | -20.9% | -15.4% |
| 1Y | +16.4% | +21.3% | -4.9% | +5.8% |
| All | +16.4% | +22.1% | -5.6% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling