+53.9%
F vs PRU
+48.6%
+5.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.2% |
| 7D | +5.3% | +1.9% | +3.5% | +3.9% |
| 30D | +4.6% | +2.7% | +1.9% | +2.4% |
| 3M | -3.7% | +19.5% | -23.1% | -16.1% |
| 6M | +16.8% | +26.6% | -9.8% | -3.2% |
| YTD | +15.3% | +12.3% | +3.0% | +4.2% |
| 1Y | +31.0% | +18.0% | +13.0% | +13.5% |
| 3Y | +45.4% | +47.0% | -1.6% | +1.6% |
| All | +53.9% | +48.6% | +5.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling