-29.5%
DOW vs PRU
+36.1%
-65.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.4% |
| 7D | -9.5% | +2.4% | -11.9% | -11.0% |
| 30D | +13.1% | +6.1% | +6.9% | +8.9% |
| 3M | +4.8% | -0.7% | +5.6% | +4.5% |
| 6M | -16.7% | +22.1% | -38.7% | -26.9% |
| YTD | +38.9% | +9.8% | +29.1% | +28.7% |
| 1Y | +48.3% | +19.4% | +28.9% | +29.9% |
| 3Y | -24.4% | +50.4% | -74.7% | -43.6% |
| All | -29.5% | +36.1% | -65.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling