+109.4%
C vs PRU
+38.4%
+71.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -2.5% |
| 7D | -5.3% | +4.8% | -10.1% | -8.7% |
| 30D | -7.3% | +7.9% | -15.2% | -12.8% |
| 3M | -13.5% | +3.1% | -16.6% | -15.7% |
| 6M | -6.5% | +25.2% | -31.7% | -22.0% |
| YTD | +3.6% | +12.7% | -9.1% | -6.8% |
| 1Y | +18.9% | +23.5% | -4.6% | -0.7% |
| 3Y | +205.0% | +50.6% | +154.4% | +115.7% |
| 5Y | +109.4% | +40.9% | +68.5% | +53.3% |
| All | +109.4% | +38.4% | +71.0% | +53.3% |
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 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