+130.7%
C vs PRU
+48.6%
+82.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +3.6% | +1.9% | +1.8% | +2.1% |
| 30D | +0.1% | +2.7% | -2.7% | -2.0% |
| 3M | +2.4% | +19.5% | -17.0% | -11.1% |
| 6M | +24.9% | +26.6% | -1.7% | +3.3% |
| YTD | +19.8% | +12.3% | +7.5% | +8.4% |
| 1Y | +44.9% | +18.0% | +26.8% | +25.6% |
| 3Y | +263.0% | +47.0% | +216.0% | +162.0% |
| All | +130.7% | +48.6% | +82.1% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling