-6.1%
F vs PRU
+20.9%
-27.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -3.1% | +3.6% | -6.7% | -4.4% |
| 30D | 0.0% | +8.9% | -8.8% | -3.2% |
| 3M | -13.2% | +0.2% | -13.4% | -13.7% |
| 6M | -10.2% | +23.7% | -33.9% | -16.8% |
| YTD | -4.9% | +13.7% | -18.7% | -8.4% |
| 1Y | -6.1% | +20.6% | -26.7% | -13.6% |
| All | -6.1% | +20.9% | -27.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling