+95.6%
F vs PRU
+142.7%
-47.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.1% |
| 7D | +5.3% | +1.9% | +3.5% | +4.0% |
| 30D | +4.6% | +2.7% | +1.9% | +2.6% |
| 3M | -3.7% | +19.5% | -23.1% | -14.9% |
| 6M | +16.8% | +26.6% | -9.8% | -1.3% |
| YTD | +15.3% | +12.3% | +3.0% | +5.2% |
| 1Y | +31.0% | +18.0% | +13.0% | +15.2% |
| 3Y | +45.4% | +47.0% | -1.6% | +8.9% |
| 5Y | +54.7% | +48.4% | +6.2% | +15.5% |
| All | +95.6% | +142.7% | -47.1% | -1.8% |
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