+67.3%
F vs PRU
+99.2%
-31.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.1% | +3.6% | -6.7% | -5.4% |
| 30D | 0.0% | +8.9% | -8.8% | -5.7% |
| 3M | -13.2% | +0.2% | -13.4% | -13.5% |
| 6M | -10.2% | +23.7% | -33.9% | -22.8% |
| YTD | -4.9% | +13.7% | -18.7% | -14.2% |
| 1Y | -6.1% | +20.6% | -26.7% | -18.6% |
| 3Y | +46.0% | +56.3% | -10.4% | +4.5% |
| 5Y | -15.7% | +42.3% | -58.0% | -35.6% |
| All | +67.3% | +99.2% | -31.9% | -13.2% |
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