+113.6%
C vs PRU
+42.1%
+71.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.7% |
| 7D | +4.2% | +3.6% | +0.6% | +1.4% |
| 30D | +2.0% | +8.9% | -6.9% | -4.7% |
| 3M | -10.1% | +0.2% | -10.3% | -10.5% |
| 6M | +1.0% | +23.7% | -22.7% | -15.0% |
| YTD | +8.5% | +13.7% | -5.3% | -3.1% |
| 1Y | +25.7% | +20.6% | +5.1% | +7.0% |
| 3Y | +216.0% | +56.3% | +159.7% | +117.0% |
| All | +113.6% | +42.1% | +71.5% | +54.8% |
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 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