+315.9%
B vs PRU
+806.6%
-490.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +9.4% | +2.7% | +6.7% | +9.2% |
| 3M | +5.0% | +19.5% | -14.5% | +3.2% |
| 6M | -3.5% | +26.6% | -30.2% | -5.6% |
| YTD | +4.5% | +12.3% | -7.9% | +3.2% |
| 1Y | +67.8% | +18.0% | +49.7% | +65.0% |
| 3Y | +196.7% | +47.0% | +149.7% | +185.4% |
| 5Y | +151.9% | +48.4% | +103.5% | +141.0% |
| 10Y | +202.2% | +142.4% | +59.7% | +166.9% |
| All | +315.9% | +806.6% | -490.7% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling