+159.9%
DELL vs PRU
+20.9%
+139.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.1% |
| 7D | +4.9% | +3.6% | +1.3% | +5.1% |
| 30D | -32.1% | +8.9% | -40.9% | -31.4% |
| 3M | -30.2% | +0.2% | -30.4% | -29.5% |
| 6M | +41.7% | +23.7% | +18.0% | +44.4% |
| YTD | +176.6% | +13.7% | +162.8% | +185.0% |
| 1Y | +159.9% | +20.6% | +139.3% | +150.8% |
| All | +159.9% | +20.9% | +139.0% | +150.8% |
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 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