+136.8%
DELL vs PRU
+22.1%
+114.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.5% | -3.4% |
| 7D | -18.1% | +3.8% | -21.9% | -17.4% |
| 30D | -42.9% | +9.0% | -51.9% | -42.3% |
| 3M | -26.9% | +2.1% | -29.0% | -26.0% |
| 6M | +28.8% | +25.4% | +3.4% | +30.9% |
| YTD | +168.4% | +13.5% | +154.9% | +176.1% |
| 1Y | +136.8% | +21.3% | +115.5% | +121.8% |
| All | +136.8% | +22.1% | +114.7% | +121.8% |
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