+381.6%
COMP vs PRU
+46.4%
+335.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.4% | +12.5% |
| 7D | +13.4% | +2.4% | +11.0% | +11.7% |
| 30D | +11.1% | +6.1% | +5.0% | +7.1% |
| 3M | -18.8% | -0.7% | -18.1% | -18.3% |
| 6M | +10.5% | +22.1% | -11.6% | -2.9% |
| YTD | -3.4% | +9.8% | -13.2% | -9.9% |
| 1Y | +19.7% | +19.4% | +0.3% | +5.8% |
| 3Y | +381.6% | +50.4% | +331.2% | +103.5% |
| All | +381.6% | +46.4% | +335.2% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling