+772.7%
GOOG vs PRU
+135.5%
+637.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -7.7% | -2.6% | -5.1% | -6.8% |
| 3M | -9.3% | +14.7% | -24.0% | -13.9% |
| 6M | +7.4% | +25.7% | -18.2% | -1.4% |
| YTD | +4.9% | +8.3% | -3.4% | +1.3% |
| 1Y | +37.2% | +17.3% | +19.9% | +28.4% |
| 3Y | +141.6% | +43.2% | +98.4% | +107.0% |
| 5Y | +128.8% | +43.5% | +85.2% | +94.2% |
| 10Y | +772.7% | +134.6% | +638.2% | +524.8% |
| All | +772.7% | +135.5% | +637.2% | +524.8% |
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