-10.8%
DOW vs PRU
+84.1%
-94.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | -2.4% | +1.9% | -4.2% | -3.7% |
| 30D | +0.4% | +2.7% | -2.3% | -1.7% |
| 3M | -14.4% | +19.5% | -33.9% | -24.9% |
| 6M | -7.0% | +26.6% | -33.6% | -22.7% |
| YTD | +30.2% | +12.3% | +17.9% | +17.1% |
| 1Y | +29.2% | +18.0% | +11.2% | +11.9% |
| 3Y | -36.7% | +47.0% | -83.7% | -53.9% |
| 5Y | -37.7% | +48.4% | -86.1% | -56.0% |
| All | -10.8% | +84.1% | -94.9% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling