+34.5%
D vs PRU
+142.7%
-108.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +0.9% |
| 30D | -2.6% | +2.7% | -5.3% | -3.3% |
| 3M | 0.0% | +19.5% | -19.5% | -4.7% |
| 6M | +7.4% | +26.6% | -19.3% | +0.6% |
| YTD | +15.9% | +12.3% | +3.5% | +11.8% |
| 1Y | +18.1% | +18.0% | +0.1% | +12.3% |
| 3Y | +58.4% | +47.0% | +11.4% | +40.0% |
| 5Y | +5.2% | +48.4% | -43.2% | -8.7% |
| All | +34.5% | +142.7% | -108.2% | -8.2% |
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