+4.9%
COMP vs PRU
+22.3%
-17.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.9% | -5.4% |
| 7D | -1.8% | +4.8% | -6.6% | -5.0% |
| 30D | -0.8% | +7.9% | -8.6% | -5.9% |
| 3M | -28.1% | +3.1% | -31.2% | -29.6% |
| 6M | +27.0% | +25.2% | +1.8% | +7.9% |
| YTD | -12.8% | +12.7% | -25.5% | -25.3% |
| 1Y | +4.9% | +23.5% | -18.6% | -14.4% |
| All | +4.9% | +22.3% | -17.4% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling