+69.0%
F vs PRU
+102.7%
-33.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | -2.8% | +0.7% | -0.3% |
| 30D | +3.3% | +8.5% | -5.2% | -2.4% |
| 3M | -11.3% | +1.7% | -13.1% | -12.6% |
| 6M | +5.3% | +24.8% | -19.4% | -10.0% |
| YTD | -2.2% | +13.3% | -15.5% | -11.5% |
| 1Y | -3.5% | +21.4% | -24.9% | -16.7% |
| 3Y | +49.5% | +54.8% | -5.3% | +7.8% |
| 5Y | -13.5% | +42.4% | -55.9% | -33.9% |
| 10Y | +69.0% | +98.4% | -29.4% | -12.3% |
| All | +69.0% | +102.7% | -33.7% | -12.3% |
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 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