-4.9%
DOW vs PRU
+79.9%
-84.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | 0.0% |
| 7D | -9.5% | +2.4% | -11.9% | -11.4% |
| 30D | +13.1% | +6.1% | +6.9% | +8.0% |
| 3M | +4.8% | -0.7% | +5.6% | +4.4% |
| 6M | -16.7% | +22.1% | -38.7% | -28.6% |
| YTD | +38.9% | +9.8% | +29.1% | +26.0% |
| 1Y | +48.3% | +19.4% | +28.9% | +26.8% |
| 3Y | -24.4% | +50.4% | -74.7% | -46.1% |
| 5Y | -29.2% | +37.2% | -66.4% | -47.4% |
| All | -4.9% | +79.9% | -84.7% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling