-49.8%
C vs PRU
+840.8%
-890.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | -3.3% |
| 7D | +1.1% | +9.8% | -8.7% | -6.0% |
| 30D | -2.4% | +11.6% | -14.0% | -10.5% |
| 3M | -8.4% | +3.7% | -12.0% | -11.3% |
| 6M | +0.3% | +33.0% | -32.6% | -19.7% |
| YTD | +9.1% | +16.6% | -7.5% | -4.1% |
| 1Y | +26.0% | +26.9% | -0.9% | +3.8% |
| 3Y | +221.2% | +55.7% | +165.4% | +125.1% |
| 5Y | +120.4% | +44.5% | +75.9% | +61.9% |
| 10Y | +250.6% | +133.1% | +117.5% | +75.4% |
| All | -49.8% | +840.8% | -890.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling