+14.0%
D vs PRU
+38.4%
-24.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.7% |
| 7D | +6.9% | +4.8% | +2.2% | +5.7% |
| 30D | +12.3% | +7.9% | +4.5% | +10.2% |
| 3M | +3.0% | +3.1% | -0.1% | +2.1% |
| 6M | +12.8% | +25.2% | -12.4% | +6.5% |
| YTD | +22.6% | +12.7% | +9.8% | +18.4% |
| 1Y | +21.7% | +23.5% | -1.8% | +14.6% |
| 3Y | +83.9% | +50.6% | +33.3% | +60.8% |
| 5Y | +14.0% | +40.9% | -26.9% | +1.1% |
| All | +14.0% | +38.4% | -24.4% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling