+207.0%
C vs PRU
+99.2%
+107.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.8% |
| 7D | +4.2% | +3.6% | +0.6% | +1.2% |
| 30D | +2.0% | +8.9% | -6.9% | -5.2% |
| 3M | -10.1% | +0.2% | -10.3% | -10.7% |
| 6M | +1.0% | +23.7% | -22.7% | -15.8% |
| YTD | +8.5% | +13.7% | -5.3% | -3.8% |
| 1Y | +25.7% | +20.6% | +5.1% | +6.1% |
| 3Y | +216.0% | +56.3% | +159.7% | +113.0% |
| 5Y | +112.3% | +42.3% | +70.0% | +52.2% |
| All | +207.0% | +99.2% | +107.8% | +50.9% |
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