+42.2%
COMP vs PRU
+32.7%
+9.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.6% | +1.1% | +1.6% |
| 7D | +9.5% | +9.8% | -0.3% | +0.8% |
| 30D | +8.1% | +11.6% | -3.5% | -1.7% |
| 3M | -16.3% | +3.7% | -20.0% | -20.3% |
| 6M | +42.2% | +33.0% | +9.2% | +12.5% |
| All | +42.2% | +32.7% | +9.5% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling