+135.2%
B vs PRU
+38.4%
+96.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | +4.3% | +4.8% | -0.5% | +3.4% |
| 30D | -0.9% | +7.9% | -8.8% | -2.4% |
| 3M | -1.4% | +3.1% | -4.4% | -2.0% |
| 6M | +5.0% | +25.2% | -20.2% | +0.3% |
| YTD | -5.8% | +12.7% | -18.6% | -8.6% |
| 1Y | +25.6% | +23.5% | +2.1% | +20.0% |
| 3Y | +161.6% | +50.6% | +111.0% | +139.5% |
| 5Y | +135.2% | +40.9% | +94.3% | +117.1% |
| All | +135.2% | +38.4% | +96.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling