+41.6%
D vs PRU
+115.4%
-73.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.8% |
| 7D | +3.0% | +2.4% | +0.6% | +2.3% |
| 30D | +11.5% | +6.1% | +5.4% | +9.7% |
| 3M | +3.7% | -0.7% | +4.5% | +3.8% |
| 6M | +13.5% | +22.1% | -8.5% | +7.5% |
| YTD | +20.7% | +9.8% | +10.9% | +17.1% |
| 1Y | +18.2% | +19.4% | -1.1% | +12.0% |
| 3Y | +73.3% | +50.4% | +22.9% | +52.1% |
| 5Y | +12.3% | +37.2% | -24.9% | -0.5% |
| All | +41.6% | +115.4% | -73.7% | +7.8% |
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 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