+274.9%
B vs PRU
+809.8%
-534.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +4.3% | +4.8% | -0.5% | +3.9% |
| 30D | -0.9% | +7.9% | -8.8% | -1.6% |
| 3M | -1.4% | +3.1% | -4.4% | -1.6% |
| 6M | +5.0% | +25.2% | -20.2% | +2.9% |
| YTD | -5.8% | +12.7% | -18.6% | -7.0% |
| 1Y | +25.6% | +23.5% | +2.1% | +23.1% |
| 3Y | +161.6% | +50.6% | +111.0% | +151.2% |
| 5Y | +135.2% | +40.9% | +94.3% | +126.1% |
| 10Y | +170.7% | +125.5% | +45.3% | +141.0% |
| All | +274.9% | +809.8% | -534.9% | +166.8% |
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 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