-49.3%
COMP vs PRU
+71.1%
-120.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.4% | +13.0% |
| 7D | +13.4% | +2.4% | +11.0% | +11.1% |
| 30D | +11.1% | +6.1% | +5.0% | +5.7% |
| 3M | -18.8% | -0.7% | -18.1% | -18.2% |
| 6M | +10.5% | +22.1% | -11.6% | -7.3% |
| YTD | -3.4% | +9.8% | -13.2% | -11.6% |
| 1Y | +19.7% | +19.4% | +0.3% | +1.5% |
| 3Y | +381.6% | +50.4% | +331.2% | +201.1% |
| 5Y | -17.6% | +37.2% | -54.8% | -41.5% |
| All | -49.3% | +71.1% | -120.4% | -68.1% |
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