+166.1%
B vs PRU
+46.4%
+119.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.2% |
| 7D | +9.6% | +2.4% | +7.2% | +9.0% |
| 30D | +3.5% | +6.1% | -2.6% | +2.0% |
| 3M | -1.6% | -0.7% | -0.9% | -1.5% |
| 6M | -1.7% | +22.1% | -23.7% | -6.6% |
| YTD | -5.3% | +9.8% | -15.1% | -8.4% |
| 1Y | +27.2% | +19.4% | +7.9% | +21.0% |
| 3Y | +166.1% | +50.4% | +115.7% | +107.5% |
| All | +166.1% | +46.4% | +119.7% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling