+207.2%
COMP vs PRU
+47.2%
+160.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.2% |
| 30D | -13.3% | +2.7% | -16.0% | -14.9% |
| 3M | +41.1% | +19.5% | +21.7% | +24.3% |
| 6M | +17.2% | +26.6% | -9.5% | -0.5% |
| YTD | +5.2% | +12.3% | -7.1% | -3.9% |
| 1Y | +18.9% | +18.0% | +0.9% | +4.7% |
| All | +207.2% | +47.2% | +160.0% | +67.8% |
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 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