+26.0%
C vs PRU
+27.9%
-1.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | -1.8% |
| 7D | +1.1% | +9.8% | -8.7% | -3.9% |
| 30D | -2.4% | +11.6% | -14.0% | -8.2% |
| 3M | -8.4% | +3.7% | -12.0% | -10.2% |
| 6M | +0.3% | +33.0% | -32.6% | -14.9% |
| YTD | +9.1% | +16.6% | -7.5% | -3.8% |
| 1Y | +26.0% | +26.9% | -0.9% | +4.7% |
| All | +26.0% | +27.9% | -1.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling