+346.9%
DELL vs PRU
+16.8%
+330.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +8.7% | -1.9% | +10.6% | +8.7% |
| 30D | +16.9% | -2.6% | +19.5% | +16.7% |
| 3M | +40.4% | +14.7% | +25.7% | +42.2% |
| 6M | +267.1% | +25.7% | +241.4% | +270.7% |
| YTD | +329.1% | +8.3% | +320.8% | +336.0% |
| 1Y | +346.9% | +17.3% | +329.6% | +349.5% |
| All | +346.9% | +16.8% | +330.1% | +349.5% |
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