+536.4%
D vs PRU
+806.6%
-270.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | +1.9% | -1.4% | +0.1% |
| 30D | -3.6% | +2.7% | -6.3% | -4.1% |
| 3M | -1.0% | +19.5% | -20.5% | -4.3% |
| 6M | +6.3% | +26.6% | -20.4% | +1.6% |
| YTD | +14.7% | +12.3% | +2.4% | +11.9% |
| 1Y | +16.9% | +18.0% | -1.1% | +12.9% |
| 3Y | +56.8% | +47.0% | +9.8% | +44.3% |
| 5Y | +5.2% | +48.4% | -43.2% | -4.3% |
| 10Y | +35.9% | +142.4% | -106.6% | +7.6% |
| All | +536.4% | +806.6% | -270.2% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling