+48.4%
D vs PRU
+102.7%
-54.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | -2.8% | +0.4% | -1.7% |
| 30D | +9.0% | +8.5% | +0.5% | +6.6% |
| 3M | +1.0% | +1.7% | -0.8% | +0.4% |
| 6M | +11.0% | +24.8% | -13.8% | +4.4% |
| YTD | +19.8% | +13.3% | +6.5% | +15.1% |
| 1Y | +16.0% | +21.4% | -5.4% | +9.3% |
| 3Y | +74.4% | +54.8% | +19.6% | +51.4% |
| 5Y | +13.5% | +42.4% | -28.8% | -0.6% |
| 10Y | +48.4% | +98.4% | -50.1% | +2.1% |
| All | +48.4% | +102.7% | -54.3% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling