+15.7%
BABA vs PRU
+107.2%
-91.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +2.4% | +3.8% | -1.4% | +1.0% |
| 30D | -7.8% | +9.0% | -16.8% | -10.4% |
| 3M | -22.4% | +2.1% | -24.5% | -23.1% |
| 6M | -26.0% | +25.4% | -51.4% | -31.6% |
| YTD | -29.3% | +13.5% | -42.8% | -32.6% |
| 1Y | -37.5% | +21.3% | -58.8% | -41.8% |
| 3Y | +31.9% | +55.1% | -23.2% | +11.4% |
| 5Y | -33.4% | +43.6% | -77.0% | -42.6% |
| 10Y | +15.7% | +99.2% | -83.5% | -1.3% |
| All | +15.7% | +107.2% | -91.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling