-35.3%
DOW vs PRU
+50.2%
-85.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.5% |
| 7D | -2.4% | +1.9% | -4.2% | -3.4% |
| 30D | +0.4% | +2.7% | -2.3% | -1.2% |
| 3M | -14.4% | +19.5% | -33.9% | -22.8% |
| 6M | -7.0% | +26.6% | -33.6% | -19.7% |
| YTD | +30.2% | +12.3% | +17.9% | +21.3% |
| 1Y | +29.2% | +18.0% | +11.2% | +15.9% |
| All | -35.3% | +50.2% | -85.5% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling