+14.7%
D vs PRU
+20.5%
-5.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.1% | 0.0% | -3.0% | -3.0% |
| 30D | +8.4% | +7.9% | +0.4% | +7.3% |
| 3M | +0.2% | +0.9% | -0.7% | -0.2% |
| 6M | +9.5% | +22.4% | -12.9% | +7.6% |
| YTD | +18.8% | +12.7% | +6.1% | +14.8% |
| 1Y | +14.7% | +19.6% | -4.9% | +11.9% |
| All | +14.7% | +20.5% | -5.8% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling