+86.8%
F vs PRU
+840.8%
-754.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | -0.1% |
| 7D | +6.0% | +9.8% | -3.7% | +1.5% |
| 30D | +4.3% | +11.6% | -7.3% | -1.0% |
| 3M | -10.1% | +3.7% | -13.7% | -11.7% |
| 6M | +12.8% | +33.0% | -20.2% | -1.7% |
| YTD | -0.1% | +16.6% | -16.7% | -7.8% |
| 1Y | +3.7% | +26.9% | -23.3% | -8.0% |
| 3Y | +42.7% | +55.7% | -13.0% | +14.9% |
| 5Y | -11.0% | +44.5% | -55.6% | -25.2% |
| 10Y | +87.0% | +133.1% | -46.1% | +23.1% |
| All | +86.8% | +840.8% | -754.0% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling