+29.2%
DOW vs PRU
+19.0%
+10.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -3.0% |
| 7D | -2.4% | +1.9% | -4.2% | -2.4% |
| 30D | +0.4% | +2.7% | -2.3% | +0.3% |
| 3M | -14.4% | +19.5% | -33.9% | -14.9% |
| 6M | -7.0% | +26.6% | -33.6% | -7.7% |
| YTD | +30.2% | +12.3% | +17.9% | +36.3% |
| 1Y | +29.2% | +18.0% | +11.2% | +28.2% |
| All | +29.2% | +19.0% | +10.2% | +28.2% |
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